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Quantooox

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Joined Joined on  Personal website https://quantooo.com
Same score, two markets: flat in India, backwards in the US

Same score, two markets: flat in India, backwards in the US

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2 min read
Three margins, one company: why our 5.9% and the news's 5.5% were both right

Three margins, one company: why our 5.9% and the news's 5.5% were both right

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2 min read
Two checks before you trust a backtest: one-stock luck and regime change

Two checks before you trust a backtest: one-stock luck and regime change

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2 min read
A track record nobody can edit: SHA-256, git and Bitcoin timestamps

A track record nobody can edit: SHA-256, git and Bitcoin timestamps

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2 min read
We scored every headline with FinBERT. News tone didn't predict the next month.

We scored every headline with FinBERT. News tone didn't predict the next month.

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2 min read
Where machine learning did help: forecasting market volatility

Where machine learning did help: forecasting market volatility

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2 min read
Information coefficient and the t-statistic: is 0.02 better than 0.01?

Information coefficient and the t-statistic: is 0.02 better than 0.01?

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2 min read
Before costs vs after costs: why we double the trading cost in every test

Before costs vs after costs: why we double the trading cost in every test

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2 min read
Survivorship bias: testing on today's winners flatters every strategy

Survivorship bias: testing on today's winners flatters every strategy

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2 min read
Overfitting in practice: our rule that simple wins ties

Overfitting in practice: our rule that simple wins ties

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2 min read
Walk-forward testing with an embargo: keeping time in order

Walk-forward testing with an embargo: keeping time in order

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2 min read
Out of how many? Multiple testing and the deflated Sharpe ratio

Out of how many? Multiple testing and the deflated Sharpe ratio

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2 min read
Random referees: two controls every ranking model should beat

Random referees: two controls every ranking model should beat

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2 min read
The sealed holdout: why we looked at our test data exactly once

The sealed holdout: why we looked at our test data exactly once

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2 min read
Look-ahead bias: the backtest bug that uses tomorrow's newspaper

Look-ahead bias: the backtest bug that uses tomorrow's newspaper

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2 min read
Our stock score ranked stocks backwards on the one test that mattered

Our stock score ranked stocks backwards on the one test that mattered

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2 min read
We tested 12 machine-learning models on the stock market. None of them worked, and we published everything.

We tested 12 machine-learning models on the stock market. None of them worked, and we published everything.

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3 min read
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