Library
Chapter 6
Strategy Research Framework
Curated summaries of the key literature behind this chapter — the findings, the methods, and how to put them to work.
13 referenced in this chapter
84 further reading
This chapter Library is for Research-to-Production students
R2P students unlock curated summaries of every key paper behind this chapter — the core findings, the methods, and how to apply them — plus resources we keep adding over time.
The Elements of Quantitative Investing
Advances in Financial Machine Learning
A study of cross-validation and bootstrap for accuracy estimation and model selection
The Deflated Sharpe Ratio: Correcting for Selection Bias, Backtest Overfitting and Non-Normality
Momentum crashes
plus 92 more references inside