Backtesting
I Generated 1,500 Trading Strategies. 114 "Passed" on Bitcoin. None Were Real.
A hands-on demonstration of why in-sample / out-of-sample / holdout testing isn't enough to catch overfitting — and the statistics that actually are.
Backtesting
A hands-on demonstration of why in-sample / out-of-sample / holdout testing isn't enough to catch overfitting — and the statistics that actually are.
News
This is QuantDojo, a brand new site by Wolfgang Lämmle that's just getting started. Things will be up and running here shortly, but you can subscribe in the meantime if you'd like to stay up to date and receive emails when new content is published!