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Developing Trading Strategies With Synthetic Data

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jonathankinlay.com
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http://jonathankinlay.com/wp-content/uploads/JK-St-Tropez-small.jpg
URL
https://jonathankinlay.com/2022/07/developing-trading-strategies-with-synthetic-data/
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Author
QUANTITATIVE RESEARCH AND TRADING
Date
2022/07/26
Property
Integromat
Description
One of the main criticisms levelled at systematic trading over the last few years is that the over-use of historical market data has tended to produce curve-fitted strategies that perform poorly out o ...
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