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by snthpy
718 days ago
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As a fun aside, I find it quite fascinating when you see a particular signal go dead overnight. I recall one particular overnight reversion strategy in my local market which in the 90s and early 2000s had like a 45 degree straight line equity curve and then overnight in 2011 it just went flat. Someone clearly turned on a model that day and started trading it. It's a small market here so I know who it was but I still find it fascinating how clearly it showed up in the data. |
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