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Causal factor investing : can factor investing become scientific?
López de Prado, Marcos M.
-
2023
, their findings are likely false, due to rampant
backtest
overfitting
and incorrect specification choices. This Element …
Persistent link: https://www.econbiz.de/10014466787
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2
Detection of false investment strategies using unsupervised learning methods
López de Prado, Marcos M.
;
Lewis, Michael J.
- In:
Quantitative finance
19
(
2019
)
9
,
pp. 1555-1565
Persistent link: https://www.econbiz.de/10012194806
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