We are revamping our Knowledge Base which is quite old, and frankly has many articles that are terrible, not useful at all, deprecated, or plain wrong.
It’s a work in progress but we’re committed to having a KB that is top notch. Some articles are new and some are the old ones that will be rewritten. We have also fixed some of the issues with the more advanced articles in the Library that were poorly formatted and unreadable.
It will be fully integrated by tomorrow. In the meantime you can access two ways:
Marco, while reading through the new knowledge base material I ran across this in the “curve fitting” section of the “backtest bias” page.
“For this bias we can only give you tools and tips to combat it. You can for example rerun the strategy excluding all the stocks that were used in a previous run. A serious degradation in performance is a sign of curve fitting. We also have more advanced tools like rolling simulations.”
Can you explain how the rolling simulation combats curve fitting?
Simulations have a set starting and ending date, and a great deal of your return will depend on those dates. The Rolling Tests vary the dates and can therefore give you much richer and more robust results.