A review that reframes automated trading-signal (alpha) discovery as noisy, dynamic, multiobjective evolutionary optimization, and proposes six-component and eight-dimension frameworks for comparing and evaluating methods.
The deflated Sharpe ratio: Correcting for selection bias, backtest overfitting and non-normality,
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Towards Autonomous Formulaic Alpha Discovery: An Evolutionary Computation Perspective
A review that reframes automated trading-signal (alpha) discovery as noisy, dynamic, multiobjective evolutionary optimization, and proposes six-component and eight-dimension frameworks for comparing and evaluating methods.