When people say FinTwit is dying stuff like this is why This would sound like useful information if you were starting out but anyone with experience would see this as a trivially provable larp account
When people say FinTwit is dying stuff like this is why This would sound like useful information if you were starting out but anyone with experience would see this as a trivially provable larp account
@ScottPh77711570 ok huge noob here what other things am I missing that would cause this to be an overfit besides not accounting for costs, taxes, and the lack of a forward test on a paper account
@quant_spence “My backtest proves it” is an extremely facepalm thing to say “My edge is market makers who don’t understand delta hedging” (I assure you they all do) Not mentioning adverse selection (which is why this effect exists, because adverse selection stops you from monetizing it)
@quant_spence This is ironic because simple slow converging seasonality effects are some of the low hanging fruit that retail tradoors can actually do Just not like this @therobotjames has a nice ZN end of month rebalancing trade that he shared on his blog for example
@ScottPh77711570 @quant_spence @therobotjames ZN Future Election-year-Seasonality (green) and this year (red)
@ScottPh77711570 @quant_spence @therobotjames Link to the @therobotjames ZN seasonality piece?
@ScottPh77711570 @therobotjames Thank you very much for explaining!