Justin Lent

Quantopian Inc

Director of Fund

100 Franklin Street

Boston, MA 02110

United States

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Scholarly Papers (1)

1.

All that Glitters Is Not Gold: Comparing Backtest and Out-of-Sample Performance on a Large Cohort of Trading Algorithms

Number of pages: 19 Posted: 09 Apr 2016
Quantopian Inc, Quantopian Inc., Quantopian Inc and Quantopian Inc
Downloads 6,159 (1,014)

Abstract:

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quantitative finance, algorithmic trading, backtesting, overfitting, machine learning