Quant Radio: Three Types of Backtests

Ever wondered if backtesting can really predict future investment success?

In this episode of Quant Radio, our AI hosts dive deep into the three key types of backtests: walk-forward testing, resampling, and Monte Carlo simulations. Using simple, relatable analogies, they explain the pros, cons, and common pitfalls of each method.

Whether you're new to finance or looking to refine your investment strategies, this episode will give you insight into using backtesting effectively while avoiding the traps of survivorship bias and data snooping.

Tune in to discover why backtesting is a helpful tool but not a foolproof prediction method, especially in quantitative trading and quantitative analysis.

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Quant Radio is an AI-generated podcast, intended to help people develop their knowledge and skills in Quant finance. This podcast is not intended to provide investment advice.