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The Dangers of Survivorship Bias

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 Dion Kurczek, Founder and CEO at Quantacula

 Wednesday, December 27, 2017

If you backtest trading models on groups of securities you need to understand "survivorship bias!" https://www.youtube.com/watch?v=lnvEUUFQiMs


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1 comments on article "The Dangers of Survivorship Bias"

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 Philipp Kahler, algorithmic trading consultant bei RWE GENERATION UK PLC

 Friday, January 5, 2018



Great example! Any portfolio backtest ignoring this effect is worthless.

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