Robust Backtesting in the Age of Machine Learning: A Practical Guide

Is your backtest lying to you? In this Deep Dive, two AIs decode the landmark paper “A Backtesting Protocol in the Era of Machine Learning” by Harry Markowitz and team. Discover a 7-step checklist to build smarter, more realistic strategies—while avoiding the hidden traps of overfitting, complexity, and false confidence. A must-listen for anyone using AI in finance.