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In defense of a quantitative approach to financial markets
I have the feeling that there is some subtle yet spread misconception about data-driven research in financial markets and I will take this article: Seeking Alpha – Not Even Wrong: Why Data-Mined Market Predictions Are Worse Than Useless by Justice Litle … Continue reading
Posted in On backtesting
Tagged Backtesting, Data mining, Macro Trading, Overfitting, Quant trading
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