Walk-Forward Lab

Lesson Overview

In "Quant Strategy Development" → "Signals and Optimization", this lesson "Walk-Forward Lab" builds knowledge you can apply immediately.

Run 6-month rolling Walk-Forward on SMA strategy. Record in/out sample Sharpe gap to assess overfitting.

Core Concepts

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

• ▸Run 6-month rolling Walk-Forward on SMA strategy.
• ▸Record in/out sample Sharpe gap to assess overfitting.

Practical Application

After studying, complete the practice tasks below 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 "Signals and Optimization"—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 Lab on your own.