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Quantooox

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Joined Joined on  Personal website https://quantooo.com
Walk-forward testing with an embargo: keeping time in order
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Walk-forward testing with an embargo: keeping time in order

#machinelearning #python #datascience #timeseries
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2 min read
Out of how many? Multiple testing and the deflated Sharpe ratio
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Out of how many? Multiple testing and the deflated Sharpe ratio

#statistics #datascience #machinelearning #beginners
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2 min read
Random referees: two controls every ranking model should beat
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Random referees: two controls every ranking model should beat

#machinelearning #datascience #python #statistics
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2 min read
The sealed holdout: why we looked at our test data exactly once
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The sealed holdout: why we looked at our test data exactly once

#machinelearning #datascience #statistics #beginners
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2 min read
Look-ahead bias: the backtest bug that uses tomorrow's newspaper
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Look-ahead bias: the backtest bug that uses tomorrow's newspaper

#datascience #python #statistics #beginners
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2 min read
Our stock score ranked stocks backwards on the one test that mattered
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Our stock score ranked stocks backwards on the one test that mattered

#datascience #statistics #machinelearning #python
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2 min read
We tested 12 machine-learning models on the stock market. None of them worked, and we published everything.
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We tested 12 machine-learning models on the stock market. None of them worked, and we published everything.

#machinelearning #datascience #statistics #opensource
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3 min read
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