Optimization In-sample

Published at 1685 × 943 in The Frequency Effect: How to Infer Optimal Frequencies in Financial Trading

After in-sample optimization on both the customization and filter frequency band.

After in-sample optimization on both the customization and filter frequency band. The trading signal in-sample yields a 51 percent ROI and a rank coefficient of .96. The trading statistics panel are just below the main interface and the optimization panel showing the values of the rank coefficient for a grid of customization parameters.

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