Meetup: Dr Ernie Chan presents Beware of Low Frequency Data

(Last Updated On: April 21, 2015)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 … Continue reading Meetup: Dr Ernie Chan presents Beware of Low Frequency Data