Optimizer – Community

jenialyinvest · 2020-04-29T23:26:19+03:00

Hello, in the optimizer when one uses out of sample data, does that mean it only optimizes the in sample data only and then applies those settings to oos? Thank youin advanced.

This topic has 1 reply, 2 voices, and was last updated 5 years, 11 months ago by Petko Aleksandrov.

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April 29, 2020 at 11:26 pm #46602 Reply

jenialyinvest
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Hello, in the optimizer when one uses out of sample data, does that mean it only optimizes the in sample data only and then applies those settings to oos?

Thank youin advanced.

May 1, 2020 at 7:58 pm #46705 Reply

Petko Aleksandrov
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Yes, this is exactly the idea of OOS.
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