Walk-Forward Analysis (WFA) - Files for WFA webinar
The files are designed for walk-forward analysis of pair trading strategy using Bollinger Band
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The files are designed for walk-forward analysis of pair trading strategy using Bollinger Band as entry and exit rules. In this example, you will see 5 pair of stocks tested over the period of 3 years. Performance analytic part includes profit/loss, Sharpe ratio, and maximum drawdown. I really hope that you will find this file as a starting point for backtesting your investment ideas. Definitely, you need to customize the file if you would like to add new rules, trading strategies, or market data. I would also recommend to watch the webinar on this topic.
Citation pour cette source
MathWorks Quant Team (2026). Walk-Forward Analysis (WFA) - Files for WFA webinar (https://fr.mathworks.com/matlabcentral/fileexchange/58316-walk-forward-analysis-wfa-files-for-wfa-webinar), MATLAB Central File Exchange. Extrait(e) le .
Remerciements
Inspiré par : Download Daily Data from Google and Yahoo! Finance
Informations générales
- Version 1.0.0.2 (18,5 ko)
Compatibilité avec les versions de MATLAB
- Compatible avec toutes les versions
Plateformes compatibles
- Windows
- macOS
- Linux
| Version | Publié le | Notes de version | Action |
|---|---|---|---|
| 1.0.0.2 | Change data source from Yahoo! Finance to Google Finance.
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| 1.0.0.1 | Updated license
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| 1.0.0.0 | Add copyright statement |
