From the course: Practical Python for Algorithmic Trading

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Interpret reports from walk forward validation approaches

Interpret reports from walk forward validation approaches - Python Tutorial

From the course: Practical Python for Algorithmic Trading

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Interpret reports from walk forward validation approaches

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- [Instructor] To interpret the reports that we had previously generated, we go to the folder, reports backtesting, and within the files walk forward anchored and unanchored, we open the live server. The final equity from the anchored walk forward validation is 137%, whereas the unanchored is 146%. We should notice that the anchored walk forward, it starts very late to take decisions on the investment, almost at the end of 2022. But the unachored walk forward validation starts taking decisions from May, 2019, and since the stock went up during this time, the investment strategy is very successful. Now that we have interpreted both walk forward validation algorithms, it is time for you to put in the practice and we have prepared a challenge where in the following video I will show you the mental models to master the knowledge required to solve this challenge.

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