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de Prado - Dangers of Backtest Overfitting


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de Prado - Dangers of Backtest Overfitting

  #1 (permalink)
 centaurer 
south africa
 
Posts: 169 since Dec 2018

Incredible this only has 1k views in almost 3 years.
"Marcos Lopez de Prado named “2019 Quant of the Year” by The Journal of Portfolio Management"
Marcos Lopez de Prado named ?2019 Quant of the Year? by The Journal of Portfolio Management « Mathematical Investor

de Prado is the head of machine learning at AQR, currently has 196 billion AUM.



He is slowly completely overtaking my trading brain.

I blew his book off at first as retail garbage but nothing could be further from the truth.

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  #3 (permalink)
 SidewalkAerobics 
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centaurer View Post
Incredible this only has 1k views in almost 3 years.
"Marcos Lopez de Prado named “2019 Quant of the Year” by The Journal of Portfolio Management"
Marcos Lopez de Prado named ?2019 Quant of the Year? by The Journal of Portfolio Management « Mathematical Investor

de Prado is the head of machine learning at AQR, currently has 196 billion AUM.



He is slowly completely overtaking my trading brain.

I blew his book off at first as retail garbage but nothing could be further from the truth.

Very good explanation of noise verses strategy. This is the first time I have heard curve fitting in the context of noise.

Thank you for positing.

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Last Updated on February 13, 2019


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