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Article

Practical Applications of Evaluating Trading Strategies

Campbell R. Harvey, Yan Liu and Cathy Scott
Practical Applications Winter 2015, 2 (3) DOI: https://doi.org/10.3905/pa.2015.2.3.087
Campbell R. Harvey
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Yan Liu
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Cathy Scott
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Evaluating Trading Strategies Campbell R. Harvey Yan Liu

Abstract

Warning!

You are likely relying on false research to inform your investment choices, according to an article in The Journal of Portfolio Management’s 40th Anniversary Issue .

Investors often rely on financial research when developing investment strategies, but this could be a huge mistake, warn Campbell Harvey and Yan Liu. In their article, Evaluating Trading Strategies , Harvey and Liu tell researchers they are finding seemingly successful trading strategies by chance. They tell investors they need to be a lot more skeptical of investment proposals. The article was awarded Best Article in The 16th Annual Bernstein Fabozzi/Jacobs Levy Awards.

In a video interview, available online at http://bit.ly/1DgcZ2X, Cam refers to proposed guidelines for researchers and Wall Street’s surprising reaction to them. This report comprises excerpts from the video, which is intended to jump start the conversation. For a deeper understanding, read their article in The Journal of Portfolio Management’s 40th Anniversary Issue .

  • The content is made available for your general information and use and is not intended for trading or other specific investment advice purposes or to address your particular requirements. We do not represent or endorse the accuracy or reliability of any advice, opinion, statement, or other information provided any user of this publication. Reliance upon any opinion, advice, statement, or other information shall also be at your own risk. Independent advice should be obtained before making any such decision. Any arrangements made between you and any third party named in this publication are at your sole risk.
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Practical Applications: 2 (3)
Practical Applications
Vol. 2, Issue 3
Winter 2015
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Practical Applications of Evaluating Trading Strategies
Campbell R. Harvey, Yan Liu
Practical Applications Jan 2015, 2 (3) DOI: 10.3905/pa.2015.2.3.087

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Practical Applications of Evaluating Trading Strategies
Campbell R. Harvey, Yan Liu
Practical Applications Jan 2015, 2 (3) DOI: 10.3905/pa.2015.2.3.087
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