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Home Videos Correcting For Selection Bias, Backtest Overfitting, And Non-Normality – II Journals

Correcting For Selection Bias, Backtest Overfitting, And Non-Normality – II Journals

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Marcos Lopez de Prado of Guggenheim Partners expands on his thoughts about the deflated Sharpe Ratio as published in his JPM 40th Anniversary issue article.

Correcting For Selection Bias, Backtest Overfitting, And Non-Normality

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