Awesome, lots to ponder. Thanks a lot for the input everyone! I'm actually writing a paper that looks at various Quant Trading models and need to hash out my OOS/IS periods. You all have been a big help.
--- In [email protected], "spacebass5000" <spacebass5...@...> wrote: > > I was wondering if there was a way to optimize the In-Sample and Step time > periods within AB. If not, can someone point me in the direction of a good > resource on this topic? >
