The Design and Implementation of an Automated Platform to Verify Trading Programs’ In-Sample Out-of-Sample Robustness Using Walk-Forward Analysis
碩士 === 國立中央大學 === 資訊管理學系 === 106 === In recent years, in the field of stock market and futures investment, it is more common to use program trading to place orders automatically. However, it is difficult to avoid curve-fitting when the program trading strategy is conducting back-testing owing to ove...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/2u875g |