GlobeQuant stuffBen Carlson, "The biggest problem I have with most backtests is that it’s always going to be easier to find a strategy that worked well in the past than to discover one that works well in the future."...
Mar 14 2023
Research links: reducing noise
| published by | abnormalreturns |
|---|---|
| in blog | Abnormal Returns |
| original entry | Research links: reducing noise |
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