I am trying to understand the Combinatorial Purged Cross-Validation (CPCV) method of Marcos Lopez de Prado's "Advances in Financial Machine Learning" book. There are a few things that I do not fully understand.
- It mentions that Walk forward test and cross validation provide only 1 backtest path. For walk forward test, I understand it is 1 path. But for CV, why is there only 1 backtest path ?
- My second question: According to CPCV, there are different combinations of data splits. At each split, there is a training set and test set. Now is the test set a validation set, which is in-sample ? Or is the test set out-of-sample, i.e. cross validation is applied to the training set only and the best model is found from there and then test it on the "test set"?
I have read similar post. However, I am still confused.