April 2019
Intermediate to advanced
426 pages
11h 13m
English
Content preview from Mastering Python for Finance - Second Edition
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Performance of a backtest with in–sample data
Backtesting helps us perform extensive parameter searches that optimize the results of a model. This exploits the true and the idiosyncratic aspects of the sample data. Also, historical data can never mimic the way that the entire data comes from live markets. These optimized results will always produce an optimistic assessment of the model and the strategy used.