Overfitting and out of sample

Markets are noisy enough that a flexible model will fit noise first. The research job is mostly refusing to believe your own backtest.

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Markets are noisy enough that a flexible model will fit noise first. The research job is mostly refusing to believe your own backtest.

All 6 lessons in Statistics and regression for researchers, with checks as you read, two quizzes, and flashcards.

The first lesson of every track stays free.

7 days of Pro. No card, nothing to cancel.