Question From a Reader on WFA

A reader, Z.S has a question on WFA. His question and my response follows: I struggling with WFO similarly to you in your article: https://beyondbacktesting.com/2017/02/09/wfa-failure-scenario/ Despite the fact WFO should bring verification to the development process it rather yields more uncertainty. Simply changing WFO insample and outsample periods or fitness functions the outsample changes wildly, […]
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