Sentinel Research
af990122d1
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noise-harness / run-noise-harness (push) Failing after 1m54s
7 lines
485 B
BibTeX
7 lines
485 B
BibTeX
% Bibliography for "Lookahead Bias in Vectorized Backtesting"
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% Populate in Hito 2. Suggested starting points to look up and add:
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% - Bailey, D.H. & Lopez de Prado, M., "The Deflated Sharpe Ratio"
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% - Bailey, D.H. et al., "Pseudo-Mathematics and Financial Charlatanism"
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% - Bailey, D.H. & Lopez de Prado, M., "The Probability of Backtest Overfitting"
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% - Harvey, C.R., Liu, Y., Zhu, H., "...and the Cross-Section of Expected Returns"
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% - White, H., "A Reality Check for Data Snooping"
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