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Why IMAX Stock Climbed to a New All-Time High Today

Key PointsAudiences love IMAX's immersive movie experiences.

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Backtesting overfitting: why your backtest lies and how to make it honest

Cross-post. Original: stellarbytecapital.com/blog/backtesting-overfitting A profitable backtest is the easiest thing to produce in all of quant trading, and the most worthless.

  • Overfitting occurs when strategies learn noise in historical data instead of genuine patterns
  • Multiple testing and random noise can create impressive Sharpe ratios by chance
  • Honest backtesting requires out-of-sample and walk-forward testing, avoiding over-optimization

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