Quant strat
How much data is needed to verify a quant strategy? The one I am developing is a mean reversion and I currently have about half a year of backtesting. Am looking to get to around a year and a half/ 2 years. Would this be long enough?
How much data is needed to verify a quant strategy? The one I am developing is a mean reversion and I currently have about half a year of backtesting. Am looking to get to around a year and a half/ 2 years. Would this be long enough?
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