Hi

I read in a post about z12 http://www.opserver.de/ubb7/ubbthreads.php?ubb=showflat&Number=449794&page=19. There, jcl is referring to a possible bias due to the calculation of the OptF factor
Quote:
Second, it is too optimistic, due to the OptF factor calculation over the whole simulation period. This introduces selection bias. So it is possible and has in fact happened that you made loss in a period when the simulation made profit.


So I wonder if there is a way to eliminate or evaluate such a bias. Something similar to the detrend function which is used for different kind of bias.


Last edited by Nanitek; 01/07/16 12:42.