as opposed to all those people trading in the market who aren’t motivated by making moneyhttps://twitter.com/dlauer/status/1360285823950848000 …
i am *shocked* to learn that there are people in finance who are motivated by money as opposed to the pure aesthetic thrill of calibrating a model to market data and glorifying in its superlative performance metrics
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personally as soon as I have demonstrated profitability via a series of unimpeachably accurate simulations using painstakingly recorded L3 tick data, i consider the problem solved
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this but unironically
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tbh if the latter happens it's pretty great though because there are a lot of shit models in finance
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Of course if I had a model that worked that well I wouldn't tell anyone about it and would instead use it to make a lot of money...
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