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Or alternatively, segregate the ASX stocks, eg in sample may be ASX100, and out of sample may be ASX200 exclude ASX100 or ASX300 exclude ASX200 etc etc.Howard, top post. I am curious as to the period one should allocate for the insample testing. Some have commented that you should have bearish, flatish and bullish conditions all within the insample period, which could potentially make it a fairly long period. I am interested in your views on the minimum period one should alocate for insample testing.
Or alternatively, segregate the ASX stocks, eg in sample may be ASX100, and out of sample may be ASX200 exclude ASX100 or ASX300 exclude ASX200 etc etc.
Howard, top post. I am curious as to the period one should allocate for the insample testing. Some have commented that you should have bearish, flatish and bullish conditions all within the insample period, which could potentially make it a fairly long period. I am interested in your views on the minimum period one should alocate for insample testing.
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