Recommended quant papers
Quant traders use mathematical models to develop strategies for trading the markets. Backtesting is an integral part of the process, along with statistical analysis, in an effort to determine the significance of the developed strategies. More information can be found in the book, “Fooled By Technical Analysis“.
- THE DEFLATED SHARPE RATIO
- Testing strategies based on multiple signals
- THE PROBABILITY OF BACKTEST OVERFITTING
- Pseudo-Mathematics and Financial Charlatanism
- Revisiting the Profitability of Market Timing with Moving Averages
- Tail Risk Constraints and Maximum Entropy
- Evaluating Trading Strategies
- Limitations of Quantitative Claims About Trading Strategy Evaluation
None of the information contained in the above articles or resources constitutes a recommendation that any particular security, portfolio of securities, transaction, or investment strategy is suitable for any specific person. Disclaimer.
