Backtest Best Practices 股票回测的最佳实践
Use cross-validation to achieve just the right amount of model complexity.使用交叉验证来实现适当数量的模型复杂性。Always keep an out-of-sample test dataset. You should only look at the results of a test on this dataset o
Cross Validation for Time Series 时间序列数据的交叉验证
Methods for choosing training, testing and validation sets for time-series data work a little differently than the methods described so far. The main reasons we cannot use the previously described met