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Re: Walk forward optimization



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Hi Jim,

Could you elaborate on that a little bit?  I've just
spent a bit (more that I should have) of time working
with a walk-forward optimization protocol, only to
conclude that it produces little more than confusion. 
What are your thoughts?

Thanks in advance,

Alex Vinogradov
Miami, FL

--- Jim Bronke <jvbronke@xxxxxxxx> wrote:
> It is better to include new relationships than to
> walk forward old ones:
> 
> Jim Bronke
> Phoenix, AZ
> 
> 
> 
> ----- Original Message ----- 
> From: "David Folster" <mr_bond@xxxxxxxxx>
> To: <omega-list@xxxxxxxxxx>
> Sent: Sunday, January 13, 2002 9:06 PM
> Subject: Walk forward optimization
> 
> 
> : Anyone have an opinion, good or bad, on walk
> forward optimization?
> : 
> : Thanks,
> : 
> : David
> : 
> : 
> 
>