On Wednesday March 26, 2014 at 11:15am Marcos Lopez de Prado and David H. Bailey, two of the bloggers on this site, jointly presented a talk How to spot backtest overfitting at the Battle of the Quants meeting in New York City.
The Battle of the Quants conferences, organized by Bartt C. Kellerman of Global Capital Acquisition, are held regularly in New York City, Shanghai and London. They gather together academicians, asset managers and other professionals in the area of quantitative finance and investment.
The viewgraphs of the talk by Lopez de Prado and Bailey are available here. Their talk
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