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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3 years ago

3 years ago

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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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3 years ago

3 years ago

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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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3 years ago

3 years ago

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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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3 years ago

3 years ago

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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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3 years ago

3 years ago