◍wovepaper
SearchResearchersInstitutions
Sign in
researcher

Peter Carr

3 papers here

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author2
  • last author1

Across the 3 of 3 papers where every author was matched, so the position is known.

fields
  • q-fin.CP1
  • q-fin.PM1
  • q-fin.PR1
ORCID 0000-0002-1628-8454
same name
  • Peter Carr — 4 papers, h 32

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20102014
most citedWhy are quadratic normal volatility models analytically tractable?

22 citations · 22 across the 3 of their papers we have counts for

collaborators
Showing 2014Show all

1 paper · 1 filter

q-fin.PM2014

Determining Optimal Trading Rules without Backtesting

Peter P. Carr, Marcos Lopez de Prado

Calibrating a trading rule using a historical simulation (also called backtest) contributes to backtest overfitting, which in turn leads to underperformance. In this paper we propo…

◍wovepaper

Papers, researchers and institutions, woven together.

Explore
  • Search
  • Researchers
  • Institutions
Account
  • Library
  • Chat
Data
  • arXiv.org
  • Semantic Scholar
  • OpenAlex
  • Latest RSS
AboutContactPrivacyDevelopersllms.txtopenapi.json
Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.