Why Your Backtests are Wrong | Markov Property for Quant Trading | Roman Paolucci
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Why Your Backtests are Wrong | Markov Property for Quant Trading | Roman Paolucci
📘 Why Your Backtests Are Wrong 📉 Most algorithmic trading only requires basic probability and statistics, yet most backtests are still wrong. The reason isn’t complexity. It’s a fundamental misunderstanding of conditional vs. unconditional statistics and how distributions change through time. In this video, I break down exactly where ...
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