FAQ on backtest overfitting
Another good article from the NYC Conact, he saoid (I think):
If Physics worked like Finance, we would all be levitating since 1687. As soon as Newton would have published his Principia, things would have begun to float around us, and nobody would have been able to verify his equations through experimentation.
http://www.financial-math.org/blog/2014/04/faqs-on-backtest-overfitting/FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!