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Principles of Quantitative Equity Investing: A Complete Guide to Creating, Evaluating, and Implementing Trading Strategies by Sugata Ray

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12. Troubleshooting

Troubleshooting, or fixing errors, is important in the context of building quantitative strategies. Generally, the only way you would know that something is wrong is by examining the results of either the backtests or the screens. This section deals with the troubleshooting process:

Image Identifying “wrong” results

Image Locating potential coding errors leading to “wrong” screens or backtests

Image Reconciling backtest results with your prior ...

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