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
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What I know is still very trivial and limited compared to you and others! Will try to share what I have learned whenever possible.
Thanks. Twitter will use this to make your timeline better. UndoUndo
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