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Joshua Tsai

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Joshua Tsai
Created Oct 25, 2020

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Joshua left a comment on Dump the Pump

"Interesting, and I assume you don't have to worry about liquidity too much since you buy before the ..."

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6 months ago


Joshua left a comment on The In & Out Strategy - Continued from Quantop...

"While returns drop significantly if you change parameters, the PSR remains quite high even if I shif..."

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6 months ago


Joshua left a comment on The In & Out Strategy - Continued from Quantop...

"Guy Fleury Would you give the max drawdown? The current Sharpe stands at 1.85ish, so it seems like ..."

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6 months ago


Joshua left a comment on The In & Out Strategy - Continued from Quantop...

"One thing I'd like to note is that in real life, you can't always find correlations in assets that w..."

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6 months ago


Joshua left a comment on Amazing returns = superior stock selection strateg...

"Using TIPs we achieve similar returns, but the Sharpe is much worse. "

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7 months ago


Joshua's Badges

Algorithm Sharing

Shared an Algorithm with the Community

Unlocked: 11-04-2020

Backtester

User has made 100+ Backtests

Unlocked: 11-04-2020

Python Programming

Prefer Python Programming Language

Unlocked: 10-25-2020

Boot Camp Private

Finish Easy Tutorial

Unlocked: 11-03-2020