Library
Chapter 20
Strategy Synthesis
Curated summaries of the key literature behind this chapter — the findings, the methods, and how to put them to work.
11 referenced in this chapter
12 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.
Financial Machine Learning
A Census of the Factor Zoo
The Deflated Sharpe Ratio: Correcting for Selection Bias, Backtest Overfitting and Non-Normality
Does Academic Research Destroy Stock Return Predictability?
Active portfolio management: A quantitative approach for providing superior returns and controlling risk
plus 47 more references inside