Analysis
Walk-forward validation: what it fixes, what it doesn't
Rolling in-sample and out-of-sample windows add realism to a backtest — and import their own parameter choices worth auditing.
Author
Karim Al-Rashid
Karim Al-Rashid tracks company results and property markets with a habit of looking past the loudest number in the room. He explains mortgages and refinancing arithmetic, covers architecture and how buildings age, and reports the quant funds and data vendors behind market signals.
Articles by Karim Al-Rashid
Investing
What does factor investing actually measure?
A factor is a return pattern defined by a sorting procedure — and the procedure, not the story, is what gets tested.