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

Read more about the author here

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

Subscribe by email

Subscribe and receive a free book

CFTC RULE 4.41

Copyright Notice

Categories

Walk Forward Optimization of the Stocks/Bonds Portfolio

The Correlation Between the US Dollar and Commodities is Random

Systematic Trading Update-November 20, 2023 [Premium Signals]

Strange Attractors – May 31, 2023 [Premium Articles]

Michael Harris

The Price Action Lab Report-Week of October 2, 2023 [Premium Articles]

A Significant Regime Change

Dollar-Cost Averaging Controversy

Subscribe by email

Subscribe and receive a free book

CFTC RULE 4.41

Copyright Notice

Categories