A novel approach to trading strategy parameter optimization, using double out-of-sample data and walk-forward techniques

By Tomasz Mroziewicz, Robert Ślepaczuk

Published 2026-02-11

Everscope rating

1151.9

Relevance to quantitative trading

9 / 10

Implementation complexity

5 / 10

Reproducibility

4 / 5

About this paper

Methodology: Walk-Forward Optimization with Parameterized Window Lengths. Problem types: Optimization, Algorithmic Trading, Risk Management, Portfolio Optimization.

arXiv:2602.10785 · Code · Paper rankings

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