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 |
|---|---|---|---|---|
| Arnott et al. (2019) | A Backtesting Protocol in the Era of Machine Learning Journal of Financial Data Science | Free | Easy read | 0 |
| Harvey & Liu (2014) | Evaluating Trading Strategies Journal of Portfolio Management | Free | Easy read | 0 |