|
|
|
|
|
|
by joshu
5622 days ago
|
|
|
I accidentally down voted but meant to up vote. I agree. Also, this appears to have no risk-oriented portfolio construction. You are calculating alphas somewhere, right? (not to belittle this or anything. I'm just not a big believer in technical analysis, which is what this feels like. You should apply this kind of focus to real stat arb.) |
|
|