All Lectures
Lecture 19

The Dangers of Overfitting

Introduction

Overfitting bias has a way of subtly creeping into your analysis. It's an incredibly pervasive and dangerous problem, as it can cause you to have false confidence in your results. In fact, overfit backtests are one of the biggest issues in quantitative finance. In this notebook we discuss some forms of overfitting and some ways to deal with it.

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