Backtesting and Data Mining

kaisago lorance10 июля 2018Data Mining0 комментариев

Hi,

I've seen many posts about the components of S and Ding here lately. They point out the superior returns of SV and ISV over long periods of time (sometimes very long). My question is this...if back testing and data mining is going to be used with different asset classes how is that different than examining the previous returns of an active fund? And using that information to aid you in constructing a portfolio. Isn't basing future returns on previous performance one of the reasons that active funds can be so dangerous? Why are index funds different?

Please help.

I didn't find the right solution from the Internet.

References:-
https://www.bogleheads.org/forum/viewtopic.php?t=37551
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Thanks!