Recent Content by A2ONE

  1. Best Walk Forward Optimization Ratio

    (A1) Let's say I'm optimizing for 2 parameters... (A2) In my initial backtesting and analysis, I would use the same parameters across the board...
    Post by: A2ONE, Jul 11, 2012 in forum: Automated Trading

  2. Best Walk Forward Optimization Ratio

    About 8 trades per month. So if I do 9 months in sample, 3 months out of sample, I am getting ~24 trades in the walk forward analysis. There...
    Post by: A2ONE, Jul 11, 2012 in forum: Automated Trading

  3. Best Time Period To Calculate Beta

    What is the most often used unit and period to measure beta? (i.e. end of month data for 5 years? or daily data for 3 years? etc...)
    Thread by: A2ONE, Jul 10, 2012, 0 replies, in forum: Stocks

  4. Best Walk Forward Optimization Ratio

    What is the best walk forward optimization ratio for in-sample vs out-of-sample data? I am currently testing on intraday data (hourly). Should...
    Thread by: A2ONE, Jul 10, 2012, 4 replies, in forum: Automated Trading

  5. Sharpe Ratio - Monthly or Annual??

    Ok, that is what I was hoping to hear. Thanks for the replies. Note, these are only backtested results, so I'm not going head over heals until...
    Post by: A2ONE, May 28, 2012 in forum: Automated Trading

  6. Sharpe Ratio - Monthly or Annual??

    How should I evaluate my Sharpe ratio - using annual or monthly returns? I use NinjaTrader (which calculates based on monthly data), and I have...
    Thread by: A2ONE, May 22, 2012, 5 replies, in forum: Automated Trading