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SI276: TTU YEAR-END Special Part 2

Top Traders Unplugged

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Back Testing: Challenges and Considerations

This chapter explores the challenges and considerations involved in back testing and developing a research culture. The speaker discusses the skepticism towards back tests and the importance of looking beyond just the Sharpe ratio. They emphasize the need for discipline, awareness, and avoiding cherry-picking results in the process of hypothesis forming and testing.

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