SSRNTrading, Microstructure & Execution
How Much of the Edge Is Luck? Bootstrap Overfitting Diagnostics and Portfolio Synthesis Across a Decade of FX Anomalies The Deflated Alpha Series
Resampling bootstrap of ten walk-forward validated FX strategies places their median expectancy at the 77th percentile of its own distribution, indicating modest optimization bias.
Featured in No. 136 on 23 Oct 2026 · 3 days after release
- Released
- 20 Oct 2026
- First featured
- No. 136 · 23 Oct 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 2 of 5
- Identifier
- SSRN 7630778
- Authors
- Shepherd Mahadzva
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).