VectorBT PRO - Cross Validation
Автор: Chad Thackray
Загружено: 2025-04-15
Просмотров: 1844
We introduce the main cross-validation features provided with VectorBT PRO
📝 Sponsor Disclosure:
This video is sponsored by VectorBT PRO. I’ve used VectorBT PRO for years and now have an official partnership. Opinions are my own. This content is for educational purposes only and not financial advice.
▶ VectorBT PRO Playlist:
• VectorBT PRO
⭐ Code:
https://github.com/ChadThackray/cross...
⏳ Timestamps:
00:00 - Intro
00:56 - Overfitting and manual train/test splits
07:13 - The Splitter Class
17:40 - Applying Splitters on Data
27:32 - Split Decorator
34:10 - cv_split Decorator
42:30 - Custom Split Functions
51:16 - Indicator Warmup
55:36 - Multicore Processing
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