You can add location information to your Tweets, such as your city or precise location, from the web and via third-party applications. You always have the option to delete your Tweet location history. Learn more
Spent most of the day paying serious attention to details of one trading strategy — cleaning noise out of the signal, carefully legging into trades, minimising unnecessary turnover etc — and improved Sharpe of the backtest from 1.5 to 2.8
No new ideas, no optimisation of parameters, just tedious data cleaning and careful implementation. This is a reminder that paying attention to the details matters!
Nice. What timeframe does the strat operate in?
decision cycle (eg whether to post or cancel orders) is every tick but holding period is hours to days
oh, data cleaning. Sometimes I'll go back through the 'acceptable' slippage I have at work or in personal projects and you can never dwell on it too long if you know it's not gonna get handled in the foreseeable future. That's a dark path to go down haha
Twitter may be over capacity or experiencing a momentary hiccup. Try again or visit Twitter Status for more information.
