[bbimbop]

I'm not even good at coding and this all looks like a mess to me. I wouldn't be surprised if all of this resulted in catastrophic loss.

[gravypod]

This is research for a paper. No one is using it for active trading. If the research is successful then these strategies might be applied in the future. If not they're obviously not going to be used.

Sometimes when people are doing research they need to try new things that might seem silly to find new groundbreaking material.