VP Tactical Cookbook 2.0: Back-Test & Case Studies (Part 2)
blog.variantperception.com
Anaïs Nin: "We don't see things as THEY are, we see them as WE are." Link to Part 1 Overfitting: A Challenge Addressed Models inherently reflect the biases of their creators. We reduce overfitting risks by: Testing on a wide variety of assets (equity regional and sector indices, FX, fixed income, and commodities).
VP Tactical Cookbook 2.0: Back-Test & Case Studies (Part 2)
VP Tactical Cookbook 2.0: Back-Test & Case…
VP Tactical Cookbook 2.0: Back-Test & Case Studies (Part 2)
Anaïs Nin: "We don't see things as THEY are, we see them as WE are." Link to Part 1 Overfitting: A Challenge Addressed Models inherently reflect the biases of their creators. We reduce overfitting risks by: Testing on a wide variety of assets (equity regional and sector indices, FX, fixed income, and commodities).