Posts Tagged ‘eye openers’

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IS/OS variable correlations: How do things change for higher/lower in-sample PF values?

On last week’s post we talked about how the in-sample profit factor (PF) and sharpe ratio (SR) statistics in our PA system repository correlate with their out-of-sample values. It was clear from those findings that the correlation between in-sample and out-of-sample variables is increasing as a function of trade number, corroborating earlier evidence using pseudo […]

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