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The 4 F's of Backtesting a Systematic Trading Strategy
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The 4 F's of Backtesting a Systematic Trading…
Hōrōshi バガボンド
Dec 4, 2024
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Vagabond Research
The 4 F's of Backtesting a Systematic Trading Strategy
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Notes
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Recap - stdDev, Sharpe Ratio, Skew
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The 4 F's of Backtesting a Systematic Trading…
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Recap - stdDev, Sharpe Ratio, Skew