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Very neat, surprising it was somewhat effective. To make it more robust, make sure you’re capturing delisted stocks, and running multiple Monte Carlo simulation
by tjs8rj 5y ago
Very neat, surprising it was somewhat effective. To make it more robust, make sure you’re capturing delisted stocks, and running multiple Monte Carlo simulations with varied parameters (like hold length, etc) helps. Watch for slippage and fees too.
I do these things all day at Quantbase. We tend to focus on longer term strategies with more “moat” so to speak, but have the shorter term plays like a Nancy Pelosi tracker you can throw some money in. A Jim Kramer tracker would fit right in there!