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davidrmoran June 2014

Here's a statement of the obvious: The opinions expressed here are those of the participants, not those of the Mutual Fund Observer. We cannot vouch for the accuracy or appropriateness of any of it, though we do encourage civility and good humor.

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Backtests, Damned Backtest And Statistics

Ted

Ted

June 2014 in Fund Discussions

FYI; One of the first books I was required to read in grad school , was "How To Lie With Statistics"
Regards,
Ted
http://blogs.barrons.com/focusonfunds/2014/06/13/backtests-damned-backtests-and-statistics/tab/print/

Comments

davidrmoran

June 2014

New verb 'overfit', love it. The spirit of cman lives.

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