Backtesting
The key to successful backtesting is to ensure that you only use the data that were available at the time of the prediction. No “future” data can be included in the model training set, otherwise the model will suffer from look-ahead bias (having unrealistic access to future data).
Continue reading: Backtesting
http://dlvr.it/T67jmS
Continue reading: Backtesting
http://dlvr.it/T67jmS

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