Cover Image

Breaking the Trend: How to Avoid Cherry-Picked Signals

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Valeyre, Sebastien
Format:	Preprint
Published:	2025
Subjects:	Portfolio Management
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Optimal trend following portfolios
by: Valeyre, Sebastien
Published: (2022)

LLMs for Time Series: an Application for Single Stocks and Statistical Arbitrage
by: Valeyre, Sebastien, et al.
Published: (2024)

Breaking the Dimensional Barrier for Constrained Dynamic Portfolio Choice
by: Huh, Jeonggyu, et al.
Published: (2025)

Continuous Timing Signals for Growth-Defensive Style Allocation: Factor Attribution, Risk Matching, and Out-of-Sample Evidence
by: Xiong, Zheli
Published: (2026)

ESG Signaling on Wall Street in the AI Era
by: Chu, Qionghua
Published: (2025)

Breaking the Dimensional Barrier: A Pontryagin-Guided Direct Policy Optimization for Continuous-Time Multi-Asset Portfolio Choice
by: Huh, Jeonggyu, et al.
Published: (2025)

Investment Portfolio Optimization Based on Modern Portfolio Theory and Deep Learning Models
by: Wysocki, Maciej, et al.
Published: (2025)

Evaluating Investment Performance: The p-index and Empirical Efficient Frontier
by: Li, Jing, et al.
Published: (2025)

Scaling Conditional Autoencoders for Portfolio Optimization via Uncertainty-Aware Factor Selection
by: Engel, Ryan, et al.
Published: (2025)

An Explicit Solution for the Problem of Optimal Investment with Random Endowment
by: Donisch, Michael, et al.
Published: (2025)

Convergence Rates of Turnpike Theorems for Portfolio Choice in Stochastic Factor Models
by: Yamamichi, Hiroki
Published: (2025)

3S-Trader: A Multi-LLM Framework for Adaptive Stock Scoring, Strategy, and Selection in Portfolio Optimization
by: Chen, Kefan, et al.
Published: (2025)

Correlation Structures and Regime Shifts in Nordic Stock Markets
by: Girnyk, Maksym A.
Published: (2025)

Multi-Objective Bayesian Optimization of Deep Reinforcement Learning for Environmental, Social, and Governance (ESG) Financial Portfolio Management
by: Coronado-Vaca, M.
Published: (2025)

Stochastic Optimal Control of Iron Condor Portfolios for Profitability and Risk Management
by: Huang, Hanyue, et al.
Published: (2025)

Asset pre-selection for a cardinality constrained index tracking portfolio with optional enhancement
by: Meade, N., et al.
Published: (2025)

Hierarchical Risk Parity for Portfolio Allocation in the Latin American NUAM Market
by: Ramirez-Carrillo, Gonzalo, et al.
Published: (2025)

Functionally Generated Portfolios Under Stochastic Transaction Costs: Theory and Empirical Evidence
by: Karimi, Nader, et al.
Published: (2025)

Collective Defined Contribution Schemes Without Intergenerational Cross-Subsidies
by: Armstrong, John, et al.
Published: (2025)

The bias of IID resampled backtests for rolling-window mean-variance portfolios
by: Paskaramoorthy, Andrew, et al.
Published: (2025)

Financial Information Theory
by: Alonso, Miquel Noguer i
Published: (2025)

A Dynamic Model of Private Asset Allocation
by: Chen, Hui, et al.
Published: (2025)

F&O Expiry vs. First-Day SIPs: A 22-Year Analysis of Timing Advantages in India's Nifty 50
by: Gavhale, Siddharth
Published: (2025)

A mixture transition distribution approach to portfolio optimization
by: De Blasis, Riccardo, et al.
Published: (2025)

Institutional Adoption and Correlation Dynamics: Bitcoin's Evolving Role in Financial Markets
by: Wu, Di
Published: (2025)

A Practitioner's Guide to AI+ML in Portfolio Investing
by: Fan, Mehmet Caner Qingliang
Published: (2025)

Consumption-portfolio choice with preferences for liquid assets
by: Guan, Guohui, et al.
Published: (2025)

Target-Date Funds: A State-of-the-Art Review with Policy Applications to Chile's Pension Reform
by: Suárez, Fernando, et al.
Published: (2025)

N-player and mean field games among fund managers considering excess logarithmic returns
by: Guan, Guohui, et al.
Published: (2025)

Testing for the Minimum Mean-Variance Spanning Set
by: Liao, Zhipeng, et al.
Published: (2025)

Dynamic Factor Model-Based Multiperiod Mean-Variance Portfolio Selection with Portfolio Constraints
by: Gao, Jianjun, et al.
Published: (2025)

Optimizing Portfolios with Pakistan-Exposed ETFs: Risk and Performance Insight
by: Jaffri, Ali, et al.
Published: (2025)

A Causal Perspective of Stock Prediction Models
by: Xu, Songci, et al.
Published: (2025)

Optimal Capital Deployment Under Stochastic Deal Arrivals: A Continuous-Time ADP Approach
by: Menda, Kunal, et al.
Published: (2025)

EFS: Evolutionary Factor Searching for Sparse Portfolio Optimization Using Large Language Models
by: Luo, Haochen, et al.
Published: (2025)

The New Quant: A Survey of Large Language Models in Financial Prediction and Trading
by: Fu, Weilong
Published: (2025)

Tactical Asset Allocation with Macroeconomic Regime Detection
by: Oliveira, Daniel Cunha, et al.
Published: (2025)

Introducing the PIT-plot -- a new tool in the portfolio manager's toolkit
by: Wiklund, Stig-Johan, et al.
Published: (2025)

Quantum Stochastic Walks for Portfolio Optimization: Theory and Implementation on Financial Networks
by: Chang, Yen Jui, et al.
Published: (2025)

Not All Factors Crowd Equally: Modeling, Measuring, and Trading on Alpha Decay
by: Lee, Chorok
Published: (2025)