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I wouldn’t trust any backtracking test with these models. Try doing a real-time test over 8 months and see what happens then. I’d also be suspicious of anything
by dhosek 11mo ago
I wouldn’t trust any backtracking test with these models. Try doing a real-time test over 8 months and see what happens then. I’d also be suspicious of anything that doesn’t take actual costs into account.
- rallies 11mo agoWe're running some live experiments these days, for both stocks and options. https://rallies.ai/arena https://rallies.ai/arena
- philipwhiuk 11mo agoWith actual money? Or still fake money?
- dhosek 11mo agoFake money is better than nothing, but one hopes that at the very least they’re correctly managing prices with the bid-ask spread, although real money would tend to influence what the actual numbers would be (small dollar amounts likely getting worse pricing, large dollar amounts potentially impacting the movement of the market).
- Scubabear68 11mo agoIf they are not actually trading, they are almost certainly getting a lot wrong and I would not trust this one bit.