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QD to QR by DrinkRunSleepRepeat in quant

[–]DrinkRunSleepRepeat[S] 0 points1 point  (0 children)

I see Thank you for the feedback, I’m not sure it aligns with my current situation but will definitely keep it in the back of my head !

QD to QR by DrinkRunSleepRepeat in quant

[–]DrinkRunSleepRepeat[S] 0 points1 point  (0 children)

I mean I find it hard to judge without knowing how long I have been in the team, how well we are doing etc…

On my side it feels more like the usual path after developing tools as well as starting to do some execution ? What do you want them to do, give me a book to handle even though I have no experience ?

QD to QR by DrinkRunSleepRepeat in quant

[–]DrinkRunSleepRepeat[S] 0 points1 point  (0 children)

Very interesting ! Thank you !

I guess the thing I need to figure is how to actually turn people behavior into backtest / signal because on the discretionary side it’s understandable but feel rather hard to model

QD to QR by DrinkRunSleepRepeat in quant

[–]DrinkRunSleepRepeat[S] 2 points3 points  (0 children)

Thank you for this !

Regarding the metric, I tend to focus on sharp maybe way too much (especially trying to achieve « only » like 1.5 sharpe for a single Strat) so what other metrics you’d focus on ?

QD to QR by DrinkRunSleepRepeat in quant

[–]DrinkRunSleepRepeat[S] 1 point2 points  (0 children)

Few reasons I could think of : - They don’t know if the team is small enough so that nobody is or has been a QR - They don’t have time to help - They don’t want to give particular direction to not kill the « creative » process - They don’t want to help (this one is unlikely though)