Quant Radio: The Art and Science of Backtesting Financial Models

19/11/2024 18 min Temporada 1 Episodio 26

Listen "Quant Radio: The Art and Science of Backtesting Financial Models"

Episode Synopsis

Take a deep dive into the world of backtesting financial models—a critical tool for assessing trading strategies and risk management. In this video, we uncover common pitfalls, like overfitting and evaluation bias, that can turn promising models into statistical illusions. Learn about essential techniques like out-of-sample testing, walk-forward analysis, and realistic simulations that will transform your backtesting approach. Whether you're a finance professional, a data scientist, or an investor, this guide will help you build robust models that stand up to real-world scrutiny. Don’t just trust your backtests—make them bulletproof!

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Quant Radio is an AI-generated podcast, intended to help people develop their knowledge and skills in Quant finance. This podcast is not intended to provide investment advice.