Walk Forward Optimization of the Stocks/Bonds Portfolio

Posted by Michael Harris on July 14, 2021

Are there any tangible benefits from using walk-forward optimization to determine the optimal weights of stocks/bonds portfolios instead of using the popular 60/40 allocation? Below is what I found out . . .

stocks-bonds portfolio walk forward optimization

Michael Harris

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Hypothetical or simulated performance results have certain inherent limitations. Unlike an actual performance record, simulated performance results do not represent actual trading. Also, since the trades have not actually been executed, the results may have under- or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Hypothetical trading results are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown.

Walk Forward Optimization of the Stocks/Bonds Portfolio

Michael Harris

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Walk Forward Optimization of the Stocks/Bonds Portfolio

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