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Judging the Quality of Indicators.

dekalogblog.blogspot.com · published 21 December 2023

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https://github.com/Dekalog/Data-Snooping-Tests
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https://www.amazon.com/Testing-Tuning-Market-Trading-Systems/dp/148424172X
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https://octave.org/
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https://en.wikipedia.org/wiki/Entropy_(information_theory
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