Backtest Beautiful, Trade Broke

Why machine-learning trading models win on paper and lose real money - and the engineering discipline that fixes it

A Sharpe ratio of 4.0 is not a discovery. It is a confession.

Every quantitative trader has built the strategy that printed money across ten years of history and then bled cash the week it touched a live account. The gap between those two outcomes is not bad luck, and it is not the market adapting to you. It is engineering - and engineering can be fixed.

This book is the autopsy and the rebuild.

Part One is the autopsy. ...

septembre 2026, env. 188 pages, Independently published, Anglais
Independently Published
979-8-1718-9448-1

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