Re:Offline Algorithms in Low-Frequency Trading
by eloff on Saturday January 30, 2021 @03:29PM
(#25972672)
You're arguing against a strawman argument that you invented.
I didn't say you would get those crazy returns - merely pointed out that you would have beat the S&P 500 over the last 5 years with the strategy outlined by the parent post.
How well it holds up over a time period that also includes bear markets is another question - you can't just look at a bull market and assume it's representative of all time.
I didn't say you would get those crazy returns - merely pointed out that you would have beat the S&P 500 over the last 5 years with the strategy outlined by the parent post.
How well it holds up over a time period that also includes bear markets is another question - you can't just look at a bull market and assume it's representative of all time.