All that glitters is not gold : comparing backtest and out-of-sample performance on a large cohort of trading algorithms
Thomas Wiecki, Andrew Campbell, Justin Lent and Jessica Stauth
| Year of publication: |
2016
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|---|---|
| Authors: | Wiecki, Thomas ; Campbell, Andrew ; Lent, Justin ; Stauth, Jessica |
| Published in: |
The journal of investing. - New York, NY : Pageant Media, ISSN 1068-0896, ZDB-ID 1359366-3. - Vol. 25.2016, 3, p. 69-80
|
| Subject: | Schätzung | Estimation | Großbritannien | United Kingdom |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011930668