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Re: Walk Forward Testing

To: omega-list@xxxxxxxxxx
Subject: Re: Walk Forward Testing
From: "Batianoff, Andrew" <andrew.g.batianoff@xxxxxxxxxxxxxxxxx>
Date: Fri, 19 Mar 2004 15:20:20 -0800

PureBytes Links

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Ned,

Just a thought, why bother with walk forward when you could use Monte-Carlo
simulation for more robust testing?
Try this..
http://www.portfolioriskanalysis.com/

Regards
Andrew

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