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STOCHASTLY JOURNAL

Research papers.

Methods, reproducible experiments and the assumptions behind a result.

First page of Overfitting in strategy research

Working paper 01 · 6 pages

Overfitting in strategy research

First page of Validation in event time

Working paper 02 · 6 pages

Validation in event time

First page of From a backtest to executable rules

Working paper 03 · 6 pages

From a backtest to executable rules