A quant trading question I’ve never found a good answer to — how to decide between spending time improving an existing strategy (high certainty, low return on effort) vs starting something entirely new (uncertain but potentially high return on effort).
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Who’s paying?
Ultimately me (in the sense that any time I spend on something new generally means less pnl from core strategies)
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Oh that’s easy then - rent seek until you see decay
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not being flippant either - it really is easy because theres a million ways to make money so if you have already thought thru the risk and implementation of the signal, and done the work, youve seen the whole iceberg but just looking for another signal is the start, not finish
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