Walk-Forward Validation Walk-forward validation framework for trading strategies and ML models. Standard cross-validation (k-fold, random splits) fails catastrophically for financial time series because it introduces lookahead bias and ignores autocorrelation. This skill covers proper time-series validation techniques including rolling and expanding windows, purged cross-validation, combinatorial purged cross-validation (CPCV), and overfit detection metrics. Why Standard Cross-Validation Fails Standard k-fold CV assumes data points are independent and identically distributed (IID). Financial…