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Cross check questions

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huangwh88

Customer, bbp_participant, community, 91 replies.

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1 year ago #254927

Hello,

I have the following questions on the robustness cross-checks. Hopefully somebody can help.

1)  What is the order in which the cross-checks are done? Is it starting from basic (backtest precision & MC manipulation), then to standard, then finally extensive?

2) Are the cross-checks done before or after the filters (under ranking tab)?

3) Under the higher backtest precision cross check, when selecting the sample under the filtering tab, what is the difference between ‘OOS’ and ‘OOS every’?

Thank you!

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tomas262

Administrator, sq-ultimate, 679 replies.

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1 year ago #254960

Hello,

check this article that describes the process of ‘cross-checking’ in a lot more details https://strategyquant.com/doc/strategyquant/cross-checks-automated-strategy-robustness-tests/

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huangwh88

Customer, bbp_participant, community, 91 replies.

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1 year ago #254968

Hello, check this article that describes the process of ‘cross-checking’ in a lot more details https://strategyquant.com/doc/strategyquant/cross-checks-automated-strategy-robustness-tests/ 

Thanks Tomas, sorry I missed it.

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