Can I read Jack Schwager on EtoBox?
Jack Schwager by alexmursa is a document available to read on EtoBox.
What is Jack Schwager about?
This document discusses testing trading systems and strategies. It provides guidance on developing and optimizing trading rules to generate profits over multiple time periods while avoiding overfitting biases that arise from data snooping. The document stresses the importance of robust backtesting with large samples of historical data as well as out-of-sample testing to evaluate a system
- Author
- alexmursa
- Language
- EN