Systematic trading and backtesting
Why most backtests are overfit, and the statistical tools for telling a real edge from noise.
| Citation | Paper | Access | Difficulty | Score |
|---|---|---|---|---|
| Gu et al. (2020) | Empirical Asset Pricing via Machine Learning Review of Financial Studies | Free | Technical | 0 |
| Bailey et al. (2017) | The Probability of Backtest Overfitting Journal of Computational Finance | Free | Technical | 0 |