# Optimization (/features/optimization)

Explore strategy parameters, test whether results hold across time, and construct portfolios
that meet an optimization objective. These pages cover parameter search, time-series
cross-validation, and portfolio optimization as related but distinct workflows.

*   [Strategy optimization](/features/optimization/strategy-optimization): Explore conditional parameter spaces with grid and random search
*   [Time-series cross-validation](/features/optimization/time-series-cross-validation): Validate strategies across rolling, expanding, split, and purged time windows
*   [Portfolio optimization](/features/optimization/portfolio-optimization): Construct optimized portfolios with native and integrated optimization libraries

## Start here \[#start-here]

Follow the [Cross-validation tutorial](/tutorials/cross-validation/) to test strategy robustness,
or the [Portfolio optimization tutorial](/tutorials/portfolio-optimization/) to compare allocation
methods.