Backtest statistics are essential for evaluating the efficacy of investment strategies.
Research Topics:
- Overfitting happens when a strategy is tailored too closely to historical data, making it unlikely to perform well on new, unseen data.
- This blog post focuses on a novel way to backtest trading strategies, aiming to reduce the chances of backtest overfitting.
- Overfitting happens when a strategy is tailored too closely to historical data, making it unlikely to perform well on new, unseen data.
- This blog post focuses on a novel way to backtest trading strategies, aiming to reduce the chances of backtest overfitting.