Backtesting
BeginnerAny horizonMethodFree to readTestable with your data
Haircut Sharpe ratios for multiple testing. A practical rule for discounting backtests.
At a glance
- Level
- Beginner: No prior microstructure or stochastic calculus needed
- Horizon
- Any horizon
- Data needed
- None to read it; no dataset required Set what data you have
- Themes
- Backtesting
- Assets
- Equities
- Market
- Global