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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
> :
> :
>
>
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