Tag: overfitting
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Walk-Forward Optimization: When Retraining Loops Work
Learn walk-forward optimization techniques that prevent overfitting in trading systems. Build retraining loops that adapt to market regime changes.
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ViT Overfits Small Datasets: When CNNs Win by 18% mAP
Vision Transformers struggle on small datasets while CNNs dominate. Learn why architectural inductive bias beats attention when data is scarce.
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Factor Models vs ML: Alpha with 200 Samples, Not 200K
Compare factor models and ML for alpha generation in low-data regimes. Learn why traditional quant methods outperform deep learning with limited samples.
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Why Backtesting Returns Lie: 5 Overfitting Traps
Your 47% backtest return probably measures noise. Five overfitting traps that turn algo strategies into expensive lessonsโwith fixes.