A reproducible approach to equity backtesting
Research findings relating to anomalous equity returns should ideally be repeatable by others. Usually, only a small subset of the decisions made in a particular backtest workflow are released, which limits reproducability. Data collection and cleaning, parameter setting, algorithm development and r...
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| Format: | Dissertation |
| Language: | English |
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Faculty of Science
2020
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| Online Access: | http://hdl.handle.net/11427/31158 |