1
Reposts
3
Likes
3
Replies
What is the strategy
Reply
Loading replies...
If you don’t know whether your backtest was done correctly, there’s a good chance it wasn’t, and it’s probably overfitted. Did you account for biases properly? Lookahead bias, survivorship bias (especially for equities), etc.? There are dozens of other ways to accidentally fool yourself, but those are the ones that cook most people before they even realize what happened.
Reply