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  • December 5, 2021 at 6:45 pm #72000
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    Keymaster

    Back testing is one of the most essential, and yet least understood, techniques in the quant arsenal.

    Back testing while researching is like drinking and driving. Do not research under the influence of a back test.

    December 5, 2021 at 6:47 pm #72001
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    Keymaster

    In mathematical finance, back test overfitting means the usage of historical market data (a back test) to develop an investment strategy, where many variations of the strategy are tried on the same dataset.

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