Tag: in-sample (IS)

Home I apply a topic based filter here, sorting by the best IS, followed by the best

Home ah yes i added these filters already in all step; Profit factor (IS) > 1.4 Ret/DD

Home Primary Filters for Portfolio Selection (Including IS and OOS) When building portfolios in Portfolio Master and

Home Suggested Approach for Phase 1 Portfolio Creation with IS and OOS Filtering In phase 1, the

Home In StrategyQuant’s Optimizer, the Simple and Walk-Forward Matrix optimizations serve different purposes and offer distinct methodologies

Home For filtering strategies in In-Sample (IS) and Out-of-Sample (OOS) phases, here’s how you should approach it to ensure long-term

Home Added ability to filter by IS and OOS in each topic to see which IS/OOS should

Home To filter and select the best strategies from your 300+ strategies in Portfolio Master, follow a systematic approach

Home Yes, it is possible to find or build a strategy that meets these criteria, but it

Home Great! Now that we’re moving forward with the Trend + Breakout + Swing Trading combination, here’s the plan

Home A Sharpe ratio greater than 1 is a positive indicator for a trading strategy, but when it’s over

Home i just building and got some prototype but i asking u: Profit factor, Ret/DD ratio, Stability,