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Changing a mean reversion strategy to deliver 30% annual returns since 1999

17 点作者 carlossouza11 个月前

3 条评论

czl11 个月前
Essential reading for all prospective traders is Taleb&#x27;s &quot;Fooled by Randomness.&quot;<p>Markets are full of feedback loops, so you can&#x27;t expect the same results with &quot;paper&quot; backtesting or &quot;paper&quot; forward testing as with real trades, especially in larger amounts.<p>With such paper testing you can discover and fool yourself with amazing high-probability, high-earning strategies that come with the hidden surprise of low probability catastrophic losses.<p>For example, many naive gamblers think that a strategy with a 45% chance to win, combined with betting to cover losses, will nearly always succeed because the odds of losing ten times in a row seem low. However, when the inevitable 11th loss occurs, it can be devastating.
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OutOfHere11 个月前
I think the risk of a 35% drawdown is too big with this strategy. Even if 20%, it&#x27;s still too big. Perhaps 15% would be about at the borderline of okay.
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spicyusername11 个月前
What tools and services does one use to do this kind of testing?<p>Where does the data come from?
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