Deflated Sharpe Ratio: Correcting for Selection Bias, Backtest Overfitting and Non-Normality

Bryan D

Bryan D

The Deflated Sharpe Ratio: Correcting for Selection Bias, Backtest Overfitting and Non-Normality
From Sholom so thanks to him
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2460551

Related Articles

Wishlist Member WooCommerce Plus - Sell Your Membership Products With WooCommerce The Right Way .

Powered by WishList Member - Membership Software


WishList Member Debug. [This is a notification for developers who are working in WordPress debug mode.]
Run-time warning
Trying to access array offset on false
Location: /home/quantla/public_html/academy/wp-content/plugins/wishlist-member/legacy/lib/integration.shoppingcart.twoco-api.init.php line number 191

WishList Member Debug. [This is a notification for developers who are working in WordPress debug mode.]
Run-time warning
Trying to access array offset on false
Location: /home/quantla/public_html/academy/wp-content/plugins/wishlist-member/legacy/lib/integration.shoppingcart.twoco-api.init.php line number 192

WishList Member Debug. [This is a notification for developers who are working in WordPress debug mode.]
Run-time warning
Trying to access array offset on false
Location: /home/quantla/public_html/academy/wp-content/plugins/wishlist-member/legacy/lib/integration.shoppingcart.twoco-api.init.php line number 193