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by meeper16 3918 days ago
Hedge fund algorithm developer here. You misread:

1. The existence of mathematica was quoted first.

2. Moving averages are a "lagging indicator", which I stated, not a predictive indicator which I did not state.

3. I develop hedge fund algorithms.

References to papers include this most important one: "Contagious Speculation and a Cure for Cancer: A Non-Event that Made Stock Prices Soar," https://www0.gsb.columbia.edu/faculty/ghuberman/research.htm...

1 comments

> 3. I develop hedge fund algorithms.

Do the hedge funds know? ;P

Our bank accounts do.
Until they don't. As a group, hedge funds far underperform index funds.
Algorithms degrade, we optimize. We're in the top 25. They last longer than more full time jobs.