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Quantitative Finance · Glossário

O que é Research log, trial count?

Também chamado de: research log · trial count

Definition 1.4 Research Craft: Predictors, Backtests, Measurement, Portfolios · Capítulo 1 — The Research Process

A research log is an append-only record, kept as the work is done, of every hypothesis registered and every test run: its parameters, the code and data it used, its results and when it ran. The trial count of a result is the number of tests of the same hypothesis family recorded in the log before the result was chosen, including the variants that failed and were discarded.

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