THE QUANT PRIMER 01｜WHERE ALPHA DISAPPEARS
The distance between a backtest and a tradable strategy.
The distance between a backtest and a tradable strategy.
Most introductions to quantitative trading begin with models. That is convenient, because models are visible. They can be graphed, compared and given names.
The difficult part sits elsewhere: deciding whether a statistical relationship can be turned into a position without losing its value along th…
