Correcting For Selection Bias, Backtest Overfitting, And Non-Normality – II Journals – ValueWalk Premium

Correcting For Selection Bias, Backtest Overfitting, And Non-Normality – II Journals

Marcos Lopez de Prado of Guggenheim Partners expands on his thoughts about the deflated Sharpe Ratio as published in his JPM 40th Anniversary issue article.

Correcting For Selection Bias, Backtest Overfitting, And Non-Normality

LEAVE A COMMENT


X
Saved Articles
X
TextTExtLInkTextTExtLInk

The top investors are reading ValuewalkPremium.

Click here to learn why

0