Enhancing Statistical Significance of Backtests by Dr. Ernest Chan at QuantCon 2017

Insufficient historical data is a major hurdle in building a trading model free from data snooping bias. Dr. Chan's talk will discuss several techniques, some borrowed from machine learning, that can alleviate overfitting and enhance the statistical significance of a backtest.
Slides can be found at bit.ly/2CWjBwz.
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Disclaimer
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[@sz8558]

Thank you for all the Quantopian resources. Shame its not around anymore

[@HitAndMissLab]

Phenomenal lecture. Thanks.

[@samidelhi6150]

Hi Ernie , great talk , do you see however any value in using PSDs over standard distribution function say of price changes or P&L ..etc?