Original post on streetwi.se

. The machine's greatest strength, its rigid rule-following, becomes its fatal flaw when reality deviates from the model.

So you paid for a system that can't handle the most profitable moments in the market. Maybe the real edge isn't in the code you bought, but in the discretion you were told […]

Algorithm Trading Leaderboard from Quantiacs

Wow, my algorithm trading strategy has reached No. 3 at Quantiacs Trading Leaderboard.

It has 1+ in sample sharpe ratio, and 9+ out of sample SR.

#quantitativetrading #trading #algorithmtrading