Premium Market Analysis, Trader Education, Software, and Trading Strategies. Thirty Years Of Skin In The Game

Quantitative trading, Trader education

Two Empirical Rules About Backtesting [Premium Articles]

Most backtests in financial blogosphere and even academic papers are wrong or ambiguous not only due to data-mining bias and over-fitting but also due to errors. Backtesting correctly requires understanding of data, software and markets. Knowing how to program is necessary but not sufficient for generating realistic backtests . . .

This post is for paid subscribers

 

 

Already a subscriber? Sign in