Y’all know the markets don’t follow some model that you can secretly discover, right? Models are great, but you still gotta acknowledge that, um, we can’t know the future, right?
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Actually sir I have just trained this deep neural network on the last three years of monthly returns and it outperforms with a Sharpe of 6, looking for a backer now so I can start trading it with real money.
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Haha. dear god I am PRO model and quant strategies, if anything i’m saying don’t throw out your model because when the wave function of reality collapses it doesn’t hew to the prediction, and also don’t think that when the model meets the market it’s the MARKET that is at fault.
Thanks. Twitter will use this to make your timeline better. UndoUndo
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Can I invest my grandsons education fund plz, ser?
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Get it to 6.9 Sharpe and I'm in!
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Sortino ratio at 420 come through
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