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[amibroker] In walk forward analysis, how do you concatenate all the OOS results and obtain overall sharpe?


  • Date: Mon, 8 Mar 2010 00:04:29 -0500
  • From: Michael <comtech.usa@xxxxxxxxx>
  • Subject: [amibroker] In walk forward analysis, how do you concatenate all the OOS results and obtain overall sharpe?

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In walk forward analysis, how do you concatenate all the OOS results and obtain overall sharpe?

Thanks a lot!


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