idk who needs to hear this but your backtest sharpe is 50% of what it will be when it goes live
-
-
Replying to @theemilyaccount
so if i just juice that lookahead bias up to 20 sharpe its gonna be hot
4 replies 0 retweets 23 likes -
Replying to @bennpeifert @theemilyaccount
Under the "Benn gets tendies" measure the expected return can be whatever you want
2 replies 0 retweets 3 likes -
Replying to @brrrzooka @theemilyaccount
radin-nikodym derivative into good-boy points
2 replies 0 retweets 4 likes -
radon! ffs
1 reply 0 retweets 3 likes -
-
Replying to @theemilyaccount @bennpeifert
But how will you know if your new variance swap will fit next to your couch?
1 reply 0 retweets 2 likes
the metal lip at the end of a tape measure flexes by 1/16” to give accurate readings when measuring both interior and exterior surfaces of an object, this is the true measure theory
12:04 AM - 18 Feb 2021
1 reply
0 retweets
2 likes
-
-
Few understand this
0 replies 0 retweets 2 likesThanks. Twitter will use this to make your timeline better. UndoUndo
-
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.