Raymond Hon-Fu Chan
The Chinese University of Hong Kong
Raymond H. Chan is a SIAM Fellow and SIAM Council Member. He is Choh-Ming Li Professor of Chinese University of Hong Kong and Chairman of Department of Mathematics, Chinese University of Hong Kong. His research interests include numerical linear algebra, image processing problems, and financial mathematics.
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An uncertainty quantification framework for the achievability of backtesting results of trading strategies
In this paper, the authors propose a framework for implementing and backtesting trading strategies.