I see. So, to sum up, the general guidance looks like this: - It's recommended to use detrending in Train almost always, unless the strategy exploits long-term trend. - It's not recommended to use detrending during Test, unless the strategy is very asymmetrical, i.e. long-only.
Does it make sense?
Re: Always accept detrended result as more realistic?
[Re: jcl]
#471695 03/15/1814:3303/15/1814:33