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Homeen-gbThe probability of backtest overfittingThe authors propose a general framework to assess the probability of backtest overfitting
(PBO).
https://www.risk.net/journal-of-computational-finance/2471206/the-probability-of-backtest-overfitting
https://www.risk.net/journal-of-computational-finance/2471206/the-probability-of-backtest-overfitting
Mon, 19 Sep 2016 14:35:00 +0100