StrategyQuant provides an advanced suite of robustness tests to eliminate these fake strategies. Monte Carlo Simulations
When importing historical data, you divide it into two parts: In-Sample (IS) and Out-of-Sample (OOS). StrategyQuant builds the strategy using IS data. It then validates the strategy on OOS data, which the algorithm has never seen. If the performance drops significantly during the OOS phase, the strategy is discarded. Cross-Market Verification strategy quant
Set the building blocks (e.g., Moving Averages, RSI, Bollinger Bands) and let the engine generate thousands of candidates. StrategyQuant provides an advanced suite of robustness tests