On Backtesting: An All-New Chapter from our Adaptive Asset Allocation Book
If you’ve been a regular reader of our blog, you already know that we recently published our first book Adaptive…
0NFL Parity, Sample Size and Manager Selection
In Miscellaneous, Retail onWe’ve been discussing issues around statistical significance – – most notably, what makes a tested model’s results significant and therefore…
Sources of Performance Decay
Above all, the greatest fear in empirical finance is that the out of sample results for a strategy under investigation…
