Algorithmic Trading A-z With Python- Machine Le... ^new^ Jun 2026

A healthy strategy maintains OOS Sharpe >80% of IS Sharpe. If the gap is large (IS Sharpe 3.5, OOS Sharpe 0.3), discard the model — it's memorized noise.

Backtesting answers one fundamental question: “Would this strategy have worked in the past?” Algorithmic Trading A-Z with Python- Machine Le...