Walk-Forward Validation

Lesson Overview

In "Backtest & Live Deployment" → "Forward Testing", this lesson "Walk-Forward Validation" builds knowledge you can apply immediately.

Rolling window: train 12 months, test 3 months, roll forward. Stitch OOS equity for true forward estimate.

Core Concepts

These points align with the video walkthrough—take notes as you watch.

• ▸Rolling window: train 12 months, test 3 months, roll forward.
• ▸Stitch OOS equity for true forward estimate.

Practical Application

After studying, complete the companion practice lesson to move from understanding to doing.

• ▸Follow along in Jupyter or VS Code
• ▸Log how parameter changes affect backtest results
• ▸Submit a reproducible analysis notebook

FAQ

• ▸Q: How does this lesson fit the course? A: Part of "Forward Testing"—follow the curriculum order.
• ▸Q: What do I need? A: Demo account and notes; quant lessons need a Python environment.
• ▸Q: How do I know I've mastered it? A: Pass the quiz and explain three key points of Walk-Forward Validation on your own.