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ta-oliver / infertrade

Open source trading and investment strategy library designed for accessibility and compatibility
Apache License 2.0
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Documentation - Out Of Sample Regression #253

Closed fhashim closed 2 years ago

fhashim commented 3 years ago

@ta-oliver please review.

ta-oliver commented 2 years ago

@fhashim - looks good.

We have four types of OOS rule: Level, Change, Difference and Combination. This PDF has the formula for the Combination version. Can we create the other three? If possible to reuse LaTeX code via shared import to reduce duplication that would be great.

fhashim commented 2 years ago

@ta-oliver let me look in to it I will update and create the documentation for remaining variants.

fhashim commented 2 years ago

@ta-oliver please review Level,Difference, Combination and Change Regression documentation. Using tex file for OutOfSampleRegression as a base to build the four docs.

ta-oliver commented 2 years ago

@NikolaR01 - would you be able to review?

NikolaR01 commented 2 years ago

@ta-oliver Sure!

ta-oliver commented 2 years ago

Thanks @NikolaR01 and @fhashim