No pain, no gain: you should always incorporate trading costs for a bias-free evaluation of trading rule overperformance (Q2158695)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7563113
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | No pain, no gain: you should always incorporate trading costs for a bias-free evaluation of trading rule overperformance |
scientific article; zbMATH DE number 7563113 |
Statements
No pain, no gain: you should always incorporate trading costs for a bias-free evaluation of trading rule overperformance (English)
0 references
26 July 2022
0 references
trading rules
0 references
forecasting models
0 references
trading costs
0 references
data snooping
0 references
multiple testing procedures
0 references
false discoveries
0 references
0.7349740862846375
0 references
0.6747316122055054
0 references
0.6747316122055054
0 references
0.6602389216423035
0 references
