From the course: Practical Python for Algorithmic Trading

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Challenge: Walk forward with other tickers

Challenge: Walk forward with other tickers - Python Tutorial

From the course: Practical Python for Algorithmic Trading

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Challenge: Walk forward with other tickers

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- [Instructor] In this new challenge, Walk Forward on other data sets. You will apply the concepts learned during the previous tutorials. The ultimate goal is to optimize the investment strategy to get the highest return based on the limit buy and limit sell parameters based on a back test that uses the walk forward validation process. The most important thing is not to get these results but the thinking process that you apply during this exercise. As always, we start with a ticker. In this case, Apple stock. We pre-process the data and then for the machine learning model this time we are using the time series split. Remember that this is a method to choose the best model so it will be on model selection. And from here you import the time series split. Remember always that if you don't know how to use it you can always check out the documentation as you can see in this part. Another important idea is how you construct…

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