Deflated Sharpe Ratio: Correcting for Selection Bias, Backtest Overfitting and Non-Normality
Bryan D
July 14, 2014
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
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