+1 for both Lantz's introductory text and the paper by Domingos. Both really useful.

You'll see k-fold CV used in many machine learning applications, but it really isn't suitable for data with autocorrelations, like asset prices. Rob Hyndman discusses a much better approach - 'time-series cross validation' - on his blog, Hyndsight.

'Time-series cross validation' is essentially the same as Zorro's walk-forward optimization, which is very convenient!