When do systematic strategies decay? (Q5051968)
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scientific article; zbMATH DE number 7620636
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | When do systematic strategies decay? |
scientific article; zbMATH DE number 7620636 |
Statements
When do systematic strategies decay? (English)
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18 November 2022
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investment strategies
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decay
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arbitrage
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overfitting
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covariates
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0.7650005221366882
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0.6324149370193481
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0.6318556666374207
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0.6304136514663696
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0.6254820823669434
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