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...)
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...
How should I evaluate my Sharpe ratio - using annual or monthly returns? I use NinjaTrader (which calculates based on monthly data), and I have...
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