ML in Trading Talk
Wed 11 May 2016
by Steven
My script for a talk on backtesting
read moreI 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.
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