🗑️ 🧵 quant theory
raphael at Thu, 17 Oct 2024 20:47:43 UTC No. 16436929
i made a strategy based off of a medium article some indian jeet wrote that went to columbia but he took down the article and achieved a high sharpe 2+ i want someone to run it since my computer is being shit its a simple script i used grid search for parameter optimization since the jeet wouldnt tell me the devil in the details
>https://drive.google.com/drive/fol
raphael at Thu, 17 Oct 2024 21:22:18 UTC No. 16436984
>>16436929
i know a 2 sharpe on an index isnt realistic i just want to make sure im not hallucinating
Anonymous at Thu, 17 Oct 2024 21:32:41 UTC No. 16436991
>>16436984
Bro we are not clicking on that shit nigga.
Plus most quantitative analysis stops working after a month. The market is efficient. You cannot predict it
Anonymous at Thu, 17 Oct 2024 22:27:46 UTC No. 16437051
>>16436929
Think about this rationally, there are far greater tax advantages to "quant" traders that don't reside in the US.
If the market could be gamed wouldn't that give foreign nations economic sovereignity over US citizens.
Unless the US truly hates their citizens then I dont the market could be gamed that easily
or maybe my prior is wrong and we are just a bunch of mice in some perverse racial social experiment
raphael at Thu, 17 Oct 2024 22:29:52 UTC No. 16437054
>>16436991
do you lack intelligence? if you are paranoid you can read the link or open it in a vm
raphael at Thu, 17 Oct 2024 22:30:23 UTC No. 16437055
>>16436991
not true the only way to make money is to predict price i learned this from a PM at a top shop
Anonymous at Thu, 17 Oct 2024 22:38:23 UTC No. 16437058
>>16437054
Why are you mad that I don't want to open your jeet link. It's just responsible opsec not to click random untrusted links. Not paranoia.