@allo.balloo: Profitable ≠ edge Thank for reading. Join the discord to read jt for free. #trading #quant #finance #money #research

MotivationGnt :

Is not why a montecarlo test is done ?

arend :

whats the point ur tryna make? U trade stdvs and po3 on the 1min right? how does this align anything with this post

_moirae_ :

getting there.

Orion :

nice 👍, PF 3.34 with low trade freq is the first thing to investigate, repeatable winners or only a few extreme winners, just take out top 5 what PF looks like, WR drop to ~ 50 still very normal due to low sample. max DD double is obvious path dependent, if there is mega winners that reset equity peak. just my 2 cents 😉

zimbanuNQ :

ill js pretend i understand

dylan :

isnt this just permutation testing by shuffling daily log returns and comparing against the real returns? i dont quite follow

Ray :

ITS DR ALLO TO YOU

🍧 :

Good research, like the structure of how you describe things

Alloooo :

Idk why its cut out bruh i posted full 9:16

Wayne :

Ik a Claude user when I see one , gj dude

aa_trader618 :

nice research

davidstonian :

How did you start learning what is important to implement, seems like you’ve had a lot of exposure over the last couple months

phtmtrades :

so basically just see if ur strat out performs buy and hold..

lorx.nq :

everything public has no edge

Baptiste :

Pls make a post about pbo and dsr 🙏

cam :

Very very nice

HaVănLu :

actually good

Shinigami :

V :

Why are you publishing research that E. Chan has already made known? Bootstrapping/resampling is already a known concept.