1 (edited by geektrader 2022-10-17 11:28:11)

Topic: OOS in 5% steps possible?

Hi Mr. Popov,

I was wondering if you could add 5% steps for the OOS selection. I know that at a first look 10% steps seem enough, but I am working with large data sets of 36 years and 10% vs 20% OOS mean 3.6 years vs 7.2 years, which is a huge absolute difference in OOS years. It would be great if I could use 15% instead. So if it isn't too much work, I would appreciate if you could make the OOS selection in 5% instead of 10% steps.

Thanks so much.