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FYI:Backtesting overfitting article Rate this Topic:
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Posted : Sunday, April 27, 2014 9:29:40 PM
Registered User
Joined: 12/31/2005
Posts: 2,499
While the literature on regression overfitting is
extensive, we believe that this is the first study
to discuss the issue of overfitting on the subject
of investment simulations (backtests) and its
negative effect...



Posted : Tuesday, April 29, 2014 8:10:48 AM
Registered User
Joined: 10/7/2004
Posts: 426

Interesting read but this has been covered before. I prefer papers from Dr. Howard B. Bandy.

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