Tag Archives: Woodriff

Underfitting, misfitting and understanding alpha’s drivers

Posted on September 22, 2013 by mathtrading

While overfitting is certainly a challenge, falling for the opposite extreme is also a possibility. Reporting part of an interview of William Echkardt from Futures magazine (which I would recommend to read in full from here): “I can talk a little … Continue reading →

Posted in On backtesting, Trading Strategies Design | Tagged , , , , , | 1 Comment