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Tagged: Optimization

Hypothetical performance and real world problems 2

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Hypothetical performance and real world problems

Recently, a US based fund – F-Squared Investments was in the news for “falsely advertised a successful seven-year track record for the investment strategy based on the actual performance of real investments for real clients”. Even the hypothetical results they provided via a back-test of the investment strategy was bumped up due to a error in the way it was...