Library
Chapter 16
Strategy Simulation
Curated summaries of the key literature behind this chapter — the findings, the methods, and how to put them to work.
19 referenced in this chapter
26 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 Statistics of Sharpe Ratios
The Elements of Quantitative Investing
A Reality Check for Data Snooping
Advances in Financial Machine Learning
A Test for Superior Predictive Ability
plus 49 more references inside