Skip to main content
How “Backtest Overfitting” in Finance Leads to False Discoveries
Published Web Location
https://doi.org/10.1111/1740-9713.01588Abstract
Abstract: Financial investment strategies are often designed and tested using historical market data. But this can frequently give rise to “optimal” strategies that are statistical mirages and perform poorly out in the real world, as David H. Bailey and Marcos López de Prado explain
Many UC-authored scholarly publications are freely available on this site because of the UC's open access policies. Let us know how this access is important for you.