How a Milestone Asian Games Gold Highlights the Risks of Over‑fitting in High‑Dimensional Trading Models
Research preview
The Chinese women's rifle team secured the 100th gold medal for their nation at the Asian Games, a triumph that underscores the power of preparation and depth of talent. In quantitative trading, similar depth—many predictors, many signals—can look impressive, yet without proper discipline it often leads to fragile strategies that crumble when market conditions shift. This article uses the gold‑medal story as a metaphor to explore why adding more variables can improve in‑sample fit while degrading out‑of‑sample performance, and how regularisation and debiasing techniques keep models robust....
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