2 ms·
It was a big part of my degree but I never worked in finance professionally. Backtesting is great for validating ideas initially. Especially, to see if it hold
by chrischattin 6y ago
It was a big part of my degree but I never worked in finance professionally.
Backtesting is great for validating ideas initially. Especially, to see if it holds up through abnormal markets like '08, or the volpocalypse, or the recent crash. Watch out for curve fitting, though.
- nullandvoid 6y agoThanks for the reply. Yeah I needed to nail that down immediately! Do you apply ml techniques? I don't suppose you could point a little in a good direction to follow
- chrischattin 6y agoI don't. But, I've been playing with a few ideas using that. I suspect ML is mostly complicated curve fitting. Something like using NLP on SEC filings the second they come out to catch an initial jump in the underlying would be cool to try out.