Backtesting: Integrating Walk-Forward Optimisation and SBuMT and Optuna

In this post, you will read about:

• Walk-Forward Optimization for Realistic Backtesting

• SBuMT with FWER Control to Enhance Strategy Robustness

• Optuna Optimization for Efficient Parameter Tuning

Backtesting is essential for developing systematic investment strategies, but it has many pitfalls that can lead to false findings and strategies that don't work in r…