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Backtest Beautiful, Trade Broke: Why machine-learning trading models win on paper and lose real money - the engineering discipline that fixes it

Name: Backtest Beautiful, Trade Broke: Why machine-learning trading models win on paper and lose real money - the engineering discipline that fixes it
Brand: Independently Published
SKU: 745b23737334d10acbd9ecf13a5137e4

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Bol A Sharpe ratio of 4.0 is not a discovery. It is a confession.Every quantitative trader has built the strategy that printed money across ten years of history and then bled cash the week it touched a live account. The gap between those two outcomes is not bad luck, and it is not the market adapting to you. It is engineering - and engineering can be fixed.This book is the autopsy and the rebuild.Part One is the autopsy. ...

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Beschrijving (1)

A Sharpe ratio of 4.0 is not a discovery. It is a confession.Every quantitative trader has built the strategy that printed money across ten years of history and then bled cash the week it touched a live account. The gap between those two outcomes is not bad luck, and it is not the market adapting to you. It is engineering - and engineering can be fixed.This book is the autopsy and the rebuild.Part One is the autopsy. ...

Lees meer