How to identify and mitigate overfitting in systematic strategies

How to identify and mitigate overfitting in systematic strategies

14 December 2021
Angana Jacob, Head of Product Management at SigTech

Overfitting is one of the major challenges quants face in their systematic investment process. As researchers rely on ever-increasing amounts of data for quantitative analytics and backtesting, the risk of overfitting increases. But how can you identify overfitting - and what steps can you take to mitigate it?

Watch Angana Jacob, Head of Product Management at SigTech, in conversation with Saeed Amen, the founder of Cuemacro. Saeed and Angana discussed practical steps to identify and mitigate overfitting at the recent Quant Insights Conference, hosted by Wilmott, Fitch Learning, and the CQF Institute.

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Disclaimer

This document is not, and should not be construed as financial advice or an invitation to purchase financial products. It is provided for information purposes only and is subject to the terms and conditions of our disclaimer which can be accessed at: https://www.sigtech.com/legal/general-disclaimer