Sequential simulated walkforward optimization and Sequential brute force optimization
Hi,
When genetic sequential optimisation is used, it is theoretically possible to arrive at a different set of optimised parameters each time a particular model is sequentially optimised. To overcome this, please consider:
A) the option of brute force sequential optimisation in addition to genetic optimisation.
B) the inclusion of sequential simulated walkforward optimization.
Thank you
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Votes +1
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Project StrategyQuant X
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Type Feature
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Status New
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Priority Normal
History
n
notch
07.08.2022 10:40Task created
Sorry about the font size above. I am not sure how to resize it.
?
anonymous
09.08.2022 15:22
Hi notch:
You might want to check this ticket:
https://roadmap.strategyquant.com/tasks/sq4_8538/edit
You might want to check this ticket:
https://roadmap.strategyquant.com/tasks/sq4_8538/edit
and also
https://roadmap.strategyquant.com/tasks/sq4_8377
n
notch
09.08.2022 15:29
This task is a duplication of
https://roadmap.strategyquant.com/tasks/sq4_8538/edit
and also
https://roadmap.strategyquant.com/tasks/sq4_8377
Please close this request.
E
Votes: +1
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