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Forums>StrategyQuant>General Discussion>What are the MUSTs in pipeline

  • #267802 |
    Customer
    24 Posts

    Dear all,

    I’d gone through all robustness test classes in SQ.

    But for now, in WFM I totally don’t have an idea of how this.. I mean,  6 out of 9 in a grid for instance, the result like this will be related to a robustness test.

    Can I skip this one and replace it by another robustness test like opt. profile/sys. para. permutation?

     

    thanks!

    #267861
    tomas262
    Administrator
    1823 Posts

    Hello,

    the WF Matrix test is not mandatory but very useful to show how strategy performance changes once you alter its parameters and whether the strategy can benefit from the optimization process. That’s why the grid (3d chart) is used as a visual representation of the performance changes with parameter changes.

    If you go over this article you will understand better https://strategyquant.com/doc/strategyquant/walk-forward-matrix/ … and the Matrix is just a series of multiple WF tests (optimizations) https://strategyquant.com/doc/strategyquant/walk-forward-optimization/

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