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| seen | Aug 4 '11 at 13:33 | |
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Aug 4 |
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Papers about backtesting option trading strategies There seems to be a more recent version of the paper "Madoff Mess Motivates" under the title "How students can backtest Madoff's Claims" which reads very nicely. Edit: heres the link: leeds.colorado.edu/asset/burridge/backtestmadoffsclaims.pdf |