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
-
-
This Tweet is unavailable.
-
I have simply stuffed all the downside risk into an as-yet-unobserved left tail, allowing me to take a percentage of profits until I blow up and resurface elsewhere with a new identity and suspiciously clean track
End of conversation
-
Loading seems to be taking a while.
Twitter may be over capacity or experiencing a momentary hiccup. Try again or visit Twitter Status for more information.