Features

Optimization

Explore parameter spaces with cross-validation, conditional grids, and portfolio optimizers

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.

features/optimization pages

Strategy optimization

Explore conditional parameter spaces with grid and random search

Time-series cross-validation

Validate strategies across rolling, expanding, split, and purged time windows

Portfolio optimization

Construct optimized portfolios with native and integrated optimization libraries

Start here

Follow the Cross-validation tutorial to test strategy robustness, or the Portfolio optimization tutorial to compare allocation methods.

Patterns and event studies

Detect time-series patterns, build price projections, and analyze portfolios across selected date ranges

Strategy optimization

Explore conditional parameter spaces with grid and random search

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