10.25375/uct.6047195.v1 Jasen Mackie Jasen Mackie Simulating Trading Strategies for Testing Skill vs Luck or Overfitting University of Cape Town 2018 SatRdays SatRday Cape Town R programming language Programming Programming Languages 2018-03-28 10:31:01 Media https://zivahub.uct.ac.za/articles/media/Simulating_Trading_Strategies_for_Testing_Skill_vs_Luck_or_Overfitting/6047195 <div>Video recording of Jasen Mackie's presentation, entitled "Simulating Trading Strategies for Testing Skill vs Luck or Overfitting" presented at SatRday Cape Town, UCT, 17 March 2018</div><div><br></div><div>Abstract:</div><div>Simulating the P&L of quant trading strategies can shed light on the dynamics of a strategy, like confidence intervals of max drawdown, but simulating individual trade entries and exits can uncover more insights ultimately discerning skill vs luck or overfitting. Introducing txnsim() in blotter!</div>