Research Replication

نویسنده

  • Brian G. Peterson
چکیده

This essay provides a process and supporting framework to help in replicating the research of others. Analysis of new trading system hypotheses often starts when an analyst or their management reads an interesting paper which provides the seed of a new idea. To fully understand and make use of the ideas in the paper, the analyst needs to first replicate the paper, since most papers do not publish data and code.

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تاریخ انتشار 2015