[Other] The probability of backtest overfitting

phucha Post time 1 hour(s) ago | Show all posts |Read mode
This post will be closed automatically in 2026-07-09 17:08
Reward20points

journalㄩThe Journal of Computational Finance

AuthorsㄩDavid Bailey; Jonathan Borwein; Marcos L車pez de Prado; Qiji Jim Zhu

Published dateㄩ--

DOIㄩ10.21314/jcf.2016.322

Article linkㄩhttps://doi.org/10.21314/jcf.2016.322

Article SourceㄩInfopro Digital Services Limited


Remarkㄩ
Reply

Use magic Donate Report

All Reply0 Show all posts

Reply

You have to log in before you can reply Login | Register

Points Rules

Return to the list