4 ms·
If an algorithm stops performing after hours or days, it's likely you haven't discovered anything, but are simply seeing the effects of random noise on your hun
by codex 14y ago
If an algorithm stops performing after hours or days, it's likely you haven't discovered anything, but are simply seeing the effects of random noise on your hundreds, thousands, or millions of signal possibilities.
- jhowell 14y agoOne example that comes to my mind could be an algo closely related to the price of another security or index of what have you. At times, this algo could be highly correlative and at other times less so. I agree with you about random noise. Ultimately I'm just looking for something to make me feel like I'm taking an "informed position." You never really know what's going to happen.