Share 'Stock trading strategies - my first articles'
Some of my old articles published in 2001, but still worth reading. Lots of good data science advice in it.
Pitfalls in Optimizing Statistical Trading Strategies. Part I: Over-Parametrization.
One of the common mistakes in optimizing statistical trading strategies consists of over-parametrizing the problem and then computing a global optimum. It is well know that this technique provides extremely…
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