
Q1: Delaney Mackenzie – You Don’t Know How Wrong You Are
Chat With Traders
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How to Split Your Data to Improve Your Model
Some people like doing 90 10 as a split one thing you have to be careful about is that with market data Things change over time. 2009 to 2010 may just have completely different behavior or characteristics than the nine years prior. Sometimes it can be better to split across say, you know, tradable assets and just take a bunch of your tradable assets And and move them into your out of sample test periodout of sample test Set. There's lots of resources for this online if you just look up out of sample testing You can get comp.
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