Portfolio Creation IS/OOS.
For filtering strategies in **In-Sample (IS)** and **Out-of-Sample (OOS) phases**, here’s how you should approach it to ensure long-term stability: [...]
For filtering strategies in **In-Sample (IS)** and **Out-of-Sample (OOS) phases**, here’s how you should approach it to ensure long-term stability: [...]
> In phase 1, which says to create 4-6 portfolios, in this part, what > should I filter and rank them by? > 1. **Profit Factor** > 2. [...]