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.
6 referenced in this chapter
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 Deflated Sharpe Ratio: Correcting for Selection Bias, Backtest Overfitting and Non-Normality
Active portfolio management: A quantitative approach for providing superior returns and controlling risk
A Taxonomy of Anomalies and Their Trading Costs
Trading Costs
Machine Learning vs. Economic Restrictions: Evidence from Stock Return Predictability
plus 1 more references inside