SSRNTrading, Microstructure & Execution
Statistically Valid Backtesting Framework
The article emphasizes the need for a more accurate backtesting framework for financial institutions, pointing out flaws in current methods.
Featured in No. 57 on 17 Jul 2024 · 4 days after release
- Released
- 13 Jul 2024
- First featured
- No. 57 · 17 Jul 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 5
- Identifier
- SSRN 4893677
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).