4 ms·
3 months is totally the wrong approach.
by JSDevOps 2y ago
3 months is totally the wrong approach.
- laalshaitaan 2y agoahh, what'd you suggest? Because the standard alphas that are submitted to other funds, they usually backtest it with years of data. And then let it paper trade for 3-6 months to make a decision on how much to bet upon. would love to get your insights, since you've experience w hedge funds as well as algos
- JSDevOps 2y agoNo way anyone is investing any serious money or money at all on 3 months worth of back testing. Look at the market for the last 3 months. How can you take that seriously? You could have thrown a stone anywhere in the last 3 months and made gains of 1000% it’s not realistic is it?