RT Journal Article SR Electronic T1 Evaluating Trading Strategies JF The Journal of Portfolio Management FD Institutional Investor Journals SP 108 OP 118 DO 10.3905/jpm.2014.40.5.108 VO 40 IS 5 A1 Campbell R. Harvey A1 Yan Liu YR 2014 UL https://pm-research.com/content/40/5/108.abstract AB In this article, the authors provide some new tools to evaluate trading strategies. When it is known that many strategies and combinations of strategies have been tried, it is necessary to adjust our evaluation method for these multiple tests. Sharpe Ratios and other statistics will be overstated. The methods provided by the authors in this article are simple to implement and allow for the real-time evaluation of candidate trading strategies.TOPICS: Financial crises and financial market history, accounting and ratio analysis, statistical methods