The band around the forecast is a claim you can test A forecasting model hands you two things at once. There's the number everyone reads, say a projected close of…
Someone hands you a backtest. The headline reads: an information coefficient of 0.06, a smooth equity curve, and a claim that the model ranks stocks better than the market does.…
A screen you built over the weekend just lit up. Across ten years of history it turned a modest stake into something that looks a lot like skill: the equity…
You have two versions of the same trend system in front of you. One is a single line of code: take each market's own return series, smooth it with a…
You hand a swing system fourteen years of daily bars, sweep eight parameter knobs, and the equity curve climbs at a 38 degree slope with a 1.92 Sharpe and a…