Module Algostream_optimization

module Cross_validation : sig ... end

Time-series cross-validation with purging and embargo.

module Ensemble : sig ... end

Combining strategies, and measuring whether the combination actually diversifies.

module Genetic : sig ... end

Genetic-algorithm parameter tuning.

module Objective : sig ... end

What the optimizer maximizes.

module Overfitting : sig ... end

Quantifying how much of an optimized result is selection bias.

Parameter search.

module Search_space : sig ... end

Parameter search spaces.

module Walk_forward : sig ... end

Walk-forward analysis: optimize on a training window, evaluate on the window that follows, then roll forward.