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I have been building a trading system and kept falling in same traps: Backtest that looks great but fall apart, good track records but they turn out to be luck so I made 4 games about them : Noise hunt: search a price se…
I have been building a trading system and kept falling in same traps: Backtest that looks great but fall apart, good track records but they turn out to be luck so I made 4 games about them : Noise hunt: search a price series for winning rule.then bet on whether its edge is real Real or Random : check if it a S&P 500 stock series or random noise. The Star Manager: Hire portfolio managers by their track records and then check their performance. Portfolio Challenge: Allocate across 3 real stocks while their history change day by day Real and simulated data , daily puzzles that are same for everyone, no login or sign up. Criticisms are welcome.
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