Journal Article

An uncertainty quantification framework for the achievability of backtesting results of trading strategies

  • Chan R
  • Ma A
  • Yeung L
The Journal of Investment Strategies (2017) 6(4)
DOI: 10.21314/jois.2017.089
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Chan, R. H. F., Ma, A. K. C., & Yeung, L. L. C. (2017). An uncertainty quantification framework for the achievability of backtesting results of trading strategies. The Journal of Investment Strategies, 6(4). https://doi.org/10.21314/jois.2017.089

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