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Tag: backtest
60 items with this tag.
May 22, 2026
Calmar Ratio
markov-chain
backtest
profitability-claim
May 22, 2026
AI Hedge Fund Index Underperformance
live-trading
profitability-claim
reinforcement-learning
backtest
equities
May 22, 2026
Backtest-to-Live Performance Gap
backtest
out-of-sample
live-trading
profitability-claim
overfitting-risk
replication
academic-paper
May 22, 2026
Combinatorial Purged Cross-Validation
out-of-sample
backtest
overfitting-risk
replication
May 22, 2026
Deflated Sharpe Ratio
out-of-sample
backtest
overfitting-risk
profitability-claim
May 22, 2026
Live Regime-Model Evidence Gap
regime-switching
hidden-markov-model
markov-chain
live-trading
profitability-claim
backtest
May 22, 2026
Live Trading Evidence
live-trading
profitability-claim
backtest
out-of-sample
replication
May 22, 2026
Maximum Drawdown
backtest
profitability-claim
May 22, 2026
Out-of-Sample Backtesting
out-of-sample
backtest
overfitting-risk
replication
May 22, 2026
Recent Developments 2024-2025
regime-switching
hidden-markov-model
reinforcement-learning
markov-decision-process
backtest
out-of-sample
transaction-costs
overfitting-risk
replication
academic-paper
May 22, 2026
Replication Crisis in Quantitative Finance
replication
backtest
profitability-claim
overfitting-risk
academic-paper
reinforcement-learning
May 22, 2026
Square-Root Law of Market Impact
transaction-costs
equities
optimal-execution
backtest
May 22, 2026
FinRL Framework and Contests
reinforcement-learning
markov-decision-process
backtest
out-of-sample
replication
equities
crypto
academic-paper
May 22, 2026
Major Equity Indices Daily Returns
dataset
equities
backtest
out-of-sample
May 22, 2026
Pinnacle Data Corp CLC Database
commodities
forex
equities
backtest
reinforcement-learning
May 22, 2026
QuantConnect
backtest
equities
May 22, 2026
Cryptocurrency Market
crypto
reinforcement-learning
regime-switching
hidden-markov-model
overfitting-risk
backtest
transaction-costs
trading-strategy
May 22, 2026
Futures Markets
commodities
forex
equities
reinforcement-learning
markov-decision-process
backtest
out-of-sample
transaction-costs
May 22, 2026
Limit Order Book
market-making
markov-decision-process
reinforcement-learning
equities
backtest
May 22, 2026
WIG20 Index
equities
markov-chain
overfitting-risk
transaction-costs
backtest
May 22, 2026
Markov Chain Trading Model
model
markov
trading-research
markov-chain
profitability-claim
backtest
out-of-sample
equities
forex
academic-paper
May 22, 2026
Markov Decision Process Trading Model
model
markov
trading-research
markov-decision-process
reinforcement-learning
optimal-execution
backtest
out-of-sample
May 22, 2026
Neural Regime Model
model
hidden-markov-model
regime-switching
reinforcement-learning
backtest
out-of-sample
overfitting-risk
academic-paper
May 22, 2026
Reinforcement Learning Trading Policy
model
markov
trading-research
reinforcement-learning
markov-decision-process
backtest
out-of-sample
transaction-costs
overfitting-risk
academic-paper
May 22, 2026
Abbade and Reali Costa 2026
academic-paper
transaction-costs
reinforcement-learning
markov-decision-process
backtest
May 22, 2026
...and the Cross-Section of Expected Returns
overfitting-risk
backtest
academic-paper
equities
profitability-claim
May 22, 2026
Stock market analysis with a Markovian approach: Properties and prediction of OMXS30
academic-paper
markov-chain
equities
out-of-sample
backtest
profitability-claim
May 22, 2026
Risk-Aware Deep Reinforcement Learning for Crypto and Equity Trading Under Transaction Costs
academic-paper
reinforcement-learning
markov-decision-process
crypto
equities
transaction-costs
out-of-sample
backtest
May 22, 2026
Open Source Cross-Sectional Asset Pricing
academic-paper
replication
out-of-sample
profitability-claim
equities
backtest
May 22, 2026
Deep Reinforcement Learning for Cryptocurrency Trading: Practical Approach to Address Backtest Overfitting
academic-paper
reinforcement-learning
markov-decision-process
overfitting-risk
crypto
backtest
out-of-sample
transaction-costs
replication
May 22, 2026
Deep Reinforcement Learning in Non-Markov Market-Making
academic-paper
markov-decision-process
reinforcement-learning
market-making
backtest
out-of-sample
overfitting-risk
May 22, 2026
Does Academic Research Destroy Stock Return Predictability?
academic-paper
out-of-sample
profitability-claim
equities
replication
backtest
May 22, 2026
Deep Reinforcement Learning for Trading—A Critical Survey
academic-paper
reinforcement-learning
replication
overfitting-risk
backtest
profitability-claim
May 22, 2026
Reinforcement Learning-Based Cryptocurrency Portfolio Management Using Soft Actor-Critic and Deep Deterministic Policy Gradient Algorithms
academic-paper
reinforcement-learning
markov-decision-process
crypto
backtest
profitability-claim
transaction-costs
May 22, 2026
The Probability of Backtest Overfitting
overfitting-risk
backtest
out-of-sample
academic-paper
May 22, 2026
Pseudo-Mathematics and Financial Charlatanism: The Effects of Backtest Overfitting on Out-of-Sample Performance
overfitting-risk
backtest
out-of-sample
academic-paper
profitability-claim
May 22, 2026
Stop-loss strategies with serial correlation, regime switching, and transaction costs
academic-paper
regime-switching
transaction-costs
backtest
equities
May 22, 2026
Reinforcement Learning for Quantitative Trading
academic-paper
reinforcement-learning
markov-decision-process
trading-strategy
backtest
profitability-claim
May 22, 2026
The 10 Reasons Most Machine Learning Funds Fail
academic-paper
overfitting-risk
backtest
out-of-sample
profitability-claim
reinforcement-learning
replication
2/9/10
May 22, 2026
Time series modeling and forecasting based on a Markov chain with changing transition matrices
academic-paper
markov-chain
forex
equities
profitability-claim
overfitting-risk
backtest
May 22, 2026
Revisiting the Profitability of Market Timing with Moving Averages
academic-paper
regime-switching
backtest
out-of-sample
overfitting-risk
replication
equities
May 22, 2026
Deep Reinforcement Learning for Trading
academic-paper
reinforcement-learning
markov-decision-process
backtest
out-of-sample
transaction-costs
commodities
forex
equities
May 22, 2026
Campbell Harvey
overfitting-risk
backtest
academic-paper
equities
May 22, 2026
David H. Bailey
overfitting-risk
backtest
academic-paper
May 22, 2026
Halbert White
overfitting-risk
backtest
academic-paper
May 22, 2026
Marcos López de Prado
out-of-sample
backtest
overfitting-risk
replication
academic-paper
May 22, 2026
Valeriy Zakamulin
academic-paper
backtest
out-of-sample
overfitting-risk
equities
May 22, 2026
Yan Liu
overfitting-risk
backtest
academic-paper
May 22, 2026
Adverse Selection
market-making
transaction-costs
backtest
markov-decision-process
May 22, 2026
Data-Snooping Bias
overfitting-risk
backtest
profitability-claim
out-of-sample
academic-paper
May 22, 2026
Lookahead Bias from Smoothed Regime Estimates
hidden-markov-model
regime-switching
out-of-sample
overfitting-risk
backtest
May 22, 2026
Overfitting in Quantitative Trading
overfitting-risk
backtest
out-of-sample
profitability-claim
academic-paper
May 22, 2026
Phantom Gains in Backtests
backtest
transaction-costs
overfitting-risk
market-making
out-of-sample
May 22, 2026
Reward Design Sensitivity
reinforcement-learning
markov-decision-process
overfitting-risk
backtest
May 22, 2026
Sim-to-Real Gap
reinforcement-learning
live-trading
backtest
markov-decision-process
transaction-costs
May 22, 2026
Transaction Costs and Slippage
transaction-costs
backtest
profitability-claim
regime-switching
out-of-sample
May 22, 2026
Buy-and-Hold Benchmark
markov-chain
backtest
transaction-costs
May 22, 2026
Market Making
market-making
markov-decision-process
reinforcement-learning
transaction-costs
trading-strategy
backtest
out-of-sample
May 22, 2026
Random Walk Benchmark
markov-chain
backtest
out-of-sample
May 22, 2026
Time Series Momentum
trading-strategy
futures
backtest
reinforcement-learning