Backtest Overfitting Demonstration Tool: An Online Interface-Reference-Cited by-同舟云学术

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Backtest Overfitting Demonstration Tool: An Online Interface

Published:2015 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Bailey David H.,Borwein Jonathan M.,Salehipour Amir,Lopez de Prado Marcos,Zhu Qiji Jim

Publisher

Elsevier BV

Reference13 articles.

1. The probability of backtest overfitting;H David;Journal of Financial Mathematics (Forthcoming,2015

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Stock portfolio design and backtest overfi tting;SSRN Electronic Journal;2016

2. The Poverty of Academic Finance Research: Spread Trading Strategies in the Crude Oil Futures Market;SSRN Electronic Journal;2015

3. Modeling and Trading the VIX and VSTOXX with Futures, Options and the VXX;SSRN Electronic Journal;2015

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