ML in Trading Talk

Wed 11 May 2016 by Steven

My script for a talk on backtesting

read more

Backtest Boo-Boos.

Wed 09 March 2016 by Steven

I gave a talk today for the Bloomington Data Collective. You can view the slides or watch the recorded talk. The TL;DR is that profitable strategies are hard to make, but bugs are easy to make, so Bayes' Rule suggests profitable-looking backtests are likely bugs, and here's a catalogue of some of the errors I have seen and committed in my time.

read more