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- W4252525318 abstract "This chapter presents that the optimization process helps in making the most effective use of the trading strategy by the empirical examination and evaluation of all potential strategy parameter candidates. During the optimization process, a historical simulation is calculated for a sufficient number of different values for the key strategy parameters. This chapter presents that optimization proceeds through two levels. The first is an optimization of the trading strategy over a variety of different markets and time periods. The main purpose of this stage is to determine to what degree the trading strategy is enhanced by optimization. If the strategy demonstrates better performance under optimization, then it is taken to the final round of optimization and testing: the Walk-Forward Analysis. The chapter also discusses optimization framework, which can vary depending upon the trading strategy; a multimarket and multi-period optimization; evaluation of the optimization; robust trading strategy; and statistically significant optimization profile." @default.
- W4252525318 created "2022-05-12" @default.
- W4252525318 date "2012-01-02" @default.
- W4252525318 modified "2023-09-23" @default.
- W4252525318 title "Optimization" @default.
- W4252525318 doi "https://doi.org/10.1002/9781119196969.ch10" @default.
- W4252525318 hasPublicationYear "2012" @default.
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