Time series and backtest pitfalls

Returns are ordered in time, which changes how you scale risk, measure persistence, and test ideas. Most broken backtests break on time.

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Returns are ordered in time, which changes how you scale risk, measure persistence, and test ideas. Most broken backtests break on time.

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.