Investing
A high backtest Sharpe ratio proves little: what real validation requires
Reported Sharpe ratios inflate with every unreported trial, and the corrections that account for this are arithmetic, not opinion.
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Investing
Investing coverage from UZU NEWS.
Investing
How many signals were tested before this one worked?
Multiple testing turns luck into apparent skill. What the correction procedures control, the hurdles the replication literature settled on, and what a corrected…