This is the first time I have used Strategy Quant and after watching the video course “AlgoTrading VideoCourse” I have a question about the completion of the last three robustness tests:
Why perform these tests in the optimization module where it is necessary to make a great effort to select the parameters to optimize, find their limits and steps to avoid collapsing our storage capacity while maintaining reliable results?
Why not use these same tests that already exist in the retest module in the cross-checking section?
Are there any important differences that justify making them as indicated in the video?
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