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Quantitative Finance · Glossaire

Qu'est-ce que « Stage gate, kill criterion, research review » ?

Aussi appelé : stage gate · kill criterion · research review

Definition 1.9 Research Craft: Predictors, Backtests, Measurement, Portfolios · Chapitre 1 — The Research Process

A stage gate is a decision point between two stages of a strategy’s life at which it must meet criteria fixed in advance to continue. A kill criterion is a rule, written before a stage starts, that stops the strategy when the evidence it produces falls below a threshold. A research review is the examination of a result by people who did not produce it, with access to the research log.

The life of a strategy. Each stage is entered through a gate whose criteria were set before the stage began, and each can end in a stop whose reason is logged: the stops are trials, and the log counts them.
Figure 1.3. The life of a strategy. Each stage is entered through a gate whose criteria were set before the stage began, and each can end in a stop whose reason is logged: the stops are trials, and the log counts them.
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