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Strategies and styles : the role of the centre in managing diversified corporations

Goold, Michael; Campbell, Andrew - 1987

Persistent link: https://www.econbiz.de/10000728518

Managing the diversified corporation : the tensions facing the chief executive

Goold, Michael - In: Long range planning : LRP ; international journal of … 21 (1988) 4, pp. 12-24

Persistent link: https://www.econbiz.de/10001048103

Many best ways to make strategy

Gold, Michael - In: Harvard business review : HBR 65 (1987) 6, pp. 71-76

Persistent link: https://www.econbiz.de/10001034476

All that glitters is not gold : comparing backtest and out-of-sample performance on a large cohort of trading algorithms

Wiecki, Thomas; Campbell, Andrew; Lent, Justin; Stauth, … - In: The journal of investing 25 (2016) 3, pp. 69-80

Persistent link: https://www.econbiz.de/10011930668

All that Glitters Is Not Gold : Comparing Backtest and Out-of-Sample Performance on a Large Cohort of Trading Algorithms

Wiecki, Thomas - 2019

When automated trading strategies are developed and evaluated using backtests on historical pricing data, there exists a tendency to overfit to the past. Using a unique dataset of 888 algorithmic trading strategies developed and backtested on the Quantopian platform with at least 6 months of...

Persistent link: https://www.econbiz.de/10012903535