Quantitative Analysis · Data Science · Machine Learning

Strategy Optimization

  • Mitigating Data Snooping with the Bonferroni Correction

    Mitigating Data Snooping in Algorithmic Trading: A Guide to Out-of-Sample Testing with Bonferroni Correction Data snooping, the inadvertent discovery...

  • Data Snooping Pitfalls in Algorithmic Trading

    Unraveling the Pitfalls of Data Snooping in Algorithmic Trading Strategy Selection Algorithmic trading has revolutionized financial markets, allowing traders...

  • Simultaneous vs. Separate Long / Short Strategy Optimization

    Simultaneous Optimization When you optimize a trading strategy for long and short positions simultaneously, you’re trying to find a...