5 ms·
There's an inherent ubiquitous nature to the strategy. Kinda like the golden ratio or the elliott wave theory. They've been published and are ubiquitous but the
by jjoe 2y ago
There's an inherent ubiquitous nature to the strategy. Kinda like the golden ratio or the elliott wave theory. They've been published and are ubiquitous but they still occur in charts.
But I understand that once the algos know about the strategy, it becomes targeted to oblivion. So maybe I need to muster out the strength and use it without publishing its source.
- xmas2025 2y agoIt's also good to be skeptical about the backtesting itself, there are lots of ways for backtesting to overestimate gains and then you'd lose real money. Don't bet the farm (yet!) https://www.semanticscholar.org/paper/All-That-Glitters-Is-Not-Gold%3A-Comparing-Backtest-a-Wiecki-Campbell/b028c2d0b2145e85d543fb21ad3fcf896c932ab5 https://www.semanticscholar.org/paper/All-That-Glitters-Is-N...