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.