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    Best posts made by buyers_are_back

    • RE: Q20 contest results

      @dark-pidgeot said in Q20 contest results:

      @support said in Q20 contest results:

      That is also a good observation. In general, we would like a long-only system with low turnover to beat the Nasdaq index for example. But still, we see a lot of problems with hand-picking stocks and survivorship-bias affected systems.

      if I understand correctly

      if I initially select 10 stocks, and even if I have a good sharpe ratio, my strategy can make long and short positions. I could be disqualified

      That's my understanding too. If you initially select 10 stocks, that already implies survivorship-bias, and is in fact "forward looking" because in for instance year 2010 you could not foresee which 10 stocks would still exist in the index in 2024.

      posted in News and Feature Releases
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