Backtest overfitting in financial markets

David H. Bailey, Borwein, JM Salehipour, A López de Prado, M Zhu, QJ

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Field	Value	Language
dc.contributor.author	David H. Bailey,
dc.contributor.author	Borwein, JM
dc.contributor.author	Salehipour, A
dc.contributor.author	López de Prado, M
dc.contributor.author	Zhu, QJ
dc.date.accessioned	2022-08-18T07:09:21Z
dc.date.available	2022-08-18T07:09:21Z
dc.date.issued	2016-04-01
dc.identifier.citation	Automated Trader, 2016, 39, (2), pp. 52-57
dc.identifier.uri	http://hdl.handle.net/10453/160458
dc.language	en
dc.relation.ispartof	Automated Trader
dc.rights	info:eu-repo/semantics/closedAccess
dc.title	Backtest overfitting in financial markets
dc.type	Journal Article
utslib.citation.volume	39
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Design, Architecture and Building
pubs.organisational-group	/University of Technology Sydney/Faculty of Design, Architecture and Building/School of Built Environment
utslib.copyright.status	closed_access	*
pubs.consider-herdc	false
dc.date.updated	2022-08-18T07:09:20Z
pubs.issue	2
pubs.volume	39
utslib.citation.issue	2

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