Building the Mine 5 min read
Two weeks, 1,784 commits, zero trades: building the mine
The first two weeks of a microcap research system: almost none of it is about picking stocks, and one timestamp problem could have faked every result.
A small corner of the market.
A full account of the experiment.
Tag
Building the Mine 5 min read
The first two weeks of a microcap research system: almost none of it is about picking stocks, and one timestamp problem could have faked every result.
Building the Mine 5 min read
The best of 200 random strategies made 27% a year in its backtest and 3% afterward. Four ways backtests lie about microcaps, and my defenses.