Timeline for Papers about backtesting option trading strategies
Current License: CC BY-SA 3.0
4 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Oct 1, 2011 at 1:54 | comment | added | strimp099 | And the first one by the Black Swan himself is like reading hieroglyphics. Wow. | |
| Jul 22, 2011 at 21:22 | comment | added | Tal Fishman | @vonjd: The third one (Goyal and Saretto (2007)) is probably one of the best references in this area, IMO. | |
| Jul 5, 2011 at 17:56 | comment | added | vonjd | I think only the third one is relevant to the question | |
| Jul 5, 2011 at 14:29 | history | answered | user697697 | CC BY-SA 3.0 |