“Hey Chat, come up with a sharpe 3 systematic strategy with 0 factor loadings and can manage $2bn. Also make sure it’s a completely new signal that no one has ever seen. Code in Python then ELI5. Thx”
“Hey Chat, come up with a sharpe 3 systematic strategy with 0 factor loadings and can manage $2bn. Also make sure it’s a completely new signal that no one has ever seen. Code in Python then ELI5. Thx”
@ThePythonQuant Now simulate slippage on the tick data. Good. Apply to Japan, and UK. Adjust for survivorship bias. Deploy automatically on open
@ThePythonQuant Yeah, none of this stuff has been tried at all before. It’s amazing no one thought of it at least 40 years ago let alone a year ago.
@ThePythonQuant You forgot to mention that it can only use daily close data from YahooFinance