The Official Blog of Retail Backtest
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Things changed when I quit the other career and adopted a programming style and platform that permitted me to carry through with all of the steps that are necessary... to determine the likely extent to which any given proposed approach to portfolio management that worked well in the past would work well in the future.

But the circumstances are that it isn't a cut-and-dried business at all. It's quite difficult, and inside and outside of academia there are stark differences among mathematics-wielding financial professionals as to how to proceed. And so yes, we'll talk about those things in the pages of this blog.
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