Meetup: Dr Ernie Chan presents Beware of Low Frequency Data
He’s back! Abstract: It is commonly believed that low frequency strategies require only low frequency data for backtesting. We will show that using low frequency data can lead to dangerously inflated backtest results even for low frequency strategies. Examples will be drawn from a closed end fund strategy, a long-short stock strategy, and a futures strategy.
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Thursday, April 23, 2015
7:00 PM Eastern Standard Time
- Please join my meeting, April 23, 2015 at 7:00 PM Eastern Daylight Time.
- Use your microphone and speakers (VoIP) – a headset is recommended. Or, call in using your telephone.
Dial +1 (408) 650-3112
Access Code: 742-927-277
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Meeting ID: 742-927-277
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Notes: I do anticipate this will fill up so it is best to get in early to guarantee your spot.
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