No pain, no gain: you should always incorporate trading costs for a bias-free evaluation of trading rule overperformance (Q2158695)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No pain, no gain: you should always incorporate trading costs for a bias-free evaluation of trading rule overperformance |
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No pain, no gain: you should always incorporate trading costs for a bias-free evaluation of trading rule overperformance (English)
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26 July 2022
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trading rules
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forecasting models
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trading costs
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data snooping
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multiple testing procedures
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false discoveries
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