Research Areas

Backtest statistics are essential for evaluating the efficacy of investment strategies.

Overfitting happens when a strategy is tailored too closely to historical data, making it unlikely to perform well on new, unseen data.

This blog post focuses on a novel way to backtest trading strategies, aiming to reduce the chances of backtest overfitting.

In trading, bet sizing plays a crucial role. Inconsistent or improperly sized bets can lead to losses even when predictions are accurate. This blog discusses various strategies to optimize bet sizes.

Investment strategies usually involve making bets with an exit plan based on two conditions - achieving a profit or stopping losses. The interaction between these factors is best understood as a binomial process that evaluates the strategy's resilience against minor changes.