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dogruck
on Aug 7, 2017
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Fitting to Noise or Nothing at All: Machine Learni...
Would be nice to see a standard academic platform for backtesting. Then, the paper could say "we submitted our implementation of this strategy to Backtest (which includes transaction costs and slippage)."
sgt101
on Aug 7, 2017
[–]
I think the pymc3 people have made something available
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