Using this reference library
These links point to external official sources used to support definitions or research methods. Check the relevant article to see why a source is cited. External documents may change.
Sources & references
- Bailey et al. — The Probability of Backtest Overfitting (2015) ↗
- scikit-learn — Cross-validation and time series evaluation ↗
- scikit-learn — Data leakage and common pitfalls ↗
- NIST — Single moving average ↗
- J. Welles Wilder — New Concepts in Technical Trading Systems (1978), book reference ↗
- CME Group — Proper position size ↗
- Investor.gov — Stop, stop-limit and trailing stop orders ↗
- William F. Sharpe — The Sharpe Ratio (1994) ↗
References support specific definitions or methodological context. Examples and research checklists are explanatory; no performance result is claimed.