Monday, July 30, 2018

backtesting - What are the key risks to the quantitative strategy development process?


Prompted in part by this question on data snooping, I would be interested to know:


What are the key risks that should be considered when developing a quantitative strategy based on: (a) historical data or (b) simulated data?




No comments:

Post a Comment

technique - How credible is wikipedia?

I understand that this question relates more to wikipedia than it does writing but... If I was going to use wikipedia for a source for a res...