Ger
 Regular
  Posts: 62
Joined: 10/11/2012
Location: Austin, TX
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Does anyone else have concerns that 'emperically tweaking" a portfolio with multiple strategies for optimal ending equity is prone to "curve fitting"? As of now there is no way to "forward test" this portfolio and compare Backtest results to Forward test results.
I've said this in the past that OV really needs both a start date AND an end date capability in the simulation mode. I believe this would allow some capability to forward test the portfolio. Thoughts?
Gerry
[Edited by Ger on 3/12/2013 5:11 PM]
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