Every Review and Analysis Brings to Mind…
March 17, 2025 - Big Ideas
Every review and analysis, including updates of items in “Compendium of Live ETF Factor/Niche Premium Capture Tests”, brings to mind… Wherefrom data snooping bias? Data that involve considerable randomness (luck to be discovered). Brute force experimentation with samples/sample periods, model formulas and model parameter values (finding the luck). Reusing and tweaking models and parameter values… Keep Reading