(Last Updated On: April 22, 2014)Is this best tool models to measure performance on your quant trading strategies? Mean absolute percentage error aka MAPE? As usual these are unknown so the set of examples is very limited http://stackoverflow.com/questions/9104171/how-to-calculate-mape-for-training-test-set-in-application-of-neural-network-in <– rolling window for machine learning http://www.mathworks.com/matlabcentral/fileexchange/15130-error-related-performance-metrics/content/errperf.m http://www.mathworks.com/matlabcentral/fileexchange/15130-error-related-performance-metrics http://www.mathworks.com/matlabcentral/fileexchange/31562-data-driven-fitting-with-matlab/content/Load_Forecasting.m http://www.mathworks.com/matlabcentral/fileexchange/31562-data-driven-fitting-with-matlab Join my FREE newsletter to see how … Continue reading Is this best tool models to measure performance on your quant trading strategies? Mean absolute percentage error aka MAPE?