Walk Forward Efficiency

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Re: Walk Forward Efficiency [Re: boatman] #446791 10/31/14 10:32 10/31/14 10:32
Joined: Jul 2000 Posts: 27,986 Frankfurt jcl Chief Engineer
jcl Chief Engineer Joined: Jul 2000 Posts: 27,986 Frankfurt	We have tested this some time ago with our strategies, and found that the WFE was not correlated to strategy robustness. Some quite robust strategies had a low WFE and unstable strategies had a high WFE.

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