Building the Mine 5 min read
Rule one: don't fool yourself (the backtest is lying)
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.
A small corner of the market.
A full account of the experiment.
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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.
Field Notes 5 min read
A software engineer with no trading record, a research system built from scratch, and a promise to publish every dollar. Here are the rules.