Walk forward optimization (WFO) is a technique commonly used in financial trading and quantitative finance to enhance the robustness and performance of trading strategies. It is a process that allows traders and quantitative analysts to optimize their trading models in a way that accounts for the changing market conditions over time. Here's a breakdown of how walk forward optimization works: 1. **Initial Optimization**: The first step involves defining a sample period during which the trading strategy's parameters are optimized based on historical data.
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