Subject: Did you read this past Alvarez Quant Trading blog post?
Did you read this past Alvarez Quant Trading blog post?
February 17th, 2021 at 11:22 am PDTRevisiting old research can spark new research or trading ideas. Read this old post, Out-of-sample testing and luck. Continuing from the last post, I will show how using different definitions of passing our out-of-sample test can change our results. ...