Recent articles that I found interesting and made me think. For more articles see the quant mashup Quantocracy.
“Data-mining is widely used nowadays for trading algo development. There are several myths about how to deal with data-mining bias.”
“During the course of the 89 years covered by the chart, we never had a single year when the annualized compound return was simply the average!”
“In this article, we will explain why even good strategies must test investors’ ReSolve every now and then in order to deliver long-term excess returns.”
I always love seeing this chart.
Good Quant Trading,