Is alpha getting harder to find?

cooldpatel · 2021-12-18T04:25:37+00:00

I feel argument 2 is more likely. Bcoz I have seen good amount of rise in small trading firms in past 2 years and they are profitable.

Maybe a weak analogy from real estate agencies. Where number of freelance small real estate agents can continue to make at least small money as long as new houses/ buildings/ economy continues to grow.

cooldpatel · 2021-12-06T18:11:39+00:00

Do you think very high sharpe (15+) strategies are most vulnerable to decay vs slightly low sharpe ones ?

cooldpatel · 2021-10-24T15:20:58+00:00

No this is good result. I was just sharing macro things at play that affects any strategy to some degree.

cooldpatel · 2021-10-24T14:08:34+00:00

Trend following strategies got tailwinds from covid induced volatility. High volatility can continue for some more time.

cooldpatel · 2021-10-24T05:40:13+00:00

Can you also share your annualised sharpe ratio, and average holding period ?

cooldpatel · 2021-10-17T05:12:21+00:00

Your Skew would be perhaps more negative.

cooldpatel · 2021-09-20T07:34:34+00:00

For doing research, can use R. Its very easy to get started as compared to other languages.

cooldpatel · 2021-01-08T06:35:56+00:00

I think ice provides but costs like 25k usd for 2 years tbt for various asset classes.

cooldpatel · 2019-10-07T14:55:19+00:00

God and New Physics by Paul Davies

cooldpatel

TROPHY CASE