Jessica Stauth

Quantopian Inc

VP Quant Strategy

100 Franklin Street

Boston, MA 02110

United States

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

https://doi.org/10.3905/joi.2016.25.3.069

Posted: 21 May 2019

Thomas Wiecki, Andrew Campbell, Justin Lent and Jessica Stauth

Quantopian Inc, Quantopian Inc., Quantopian Inc and Quantopian Inc

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