Before revision:  In addition, the algorithms generalisation error is analysed by recovering a probability of back-test overfitting estimate using a nonparametric procedure introduced by Bailey et al.  . The work aims to explore and better understand the interplay between different technical trading strategies from a data-informed perspective.
After revision:  In addition, the algorithms generalisation error is analysed by recovering a probability of back-test overfitting estimate using a nonparametric procedure introduced by Bailey et al. (2016) . The work aims to explore and better understand the interplay between different technical trading strategies from a data-informed perspective.