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Your labels are each asset’s return over the next $10$ trading days. At a boundary where training data end and a test fold begins, at least how many days of training observations must be purged to avoid overlap?

Answer with a number. Fractions, powers and expressions like 23/6 or C(52,5) are read correctly in practice.

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Forecast evaluation: walk-forward design and backtest overfitting

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Your labels are each asset’s return over the next 101010 trading days. At a boundary where training data end and a test fold begins, at least how many days of training observations must be purged to avoid overlap?

More time series questions

Your labels are each asset’s return over the next $10$ trading days. At a boundary where training data end and a test fold begins, at least how many days of training observations must be purged to avoid overlap?