Recent articles that I found interesting and made me think. For more articles see the quant mashup Quantocracy.
99 Problems But A Backtest Ain’t One– “The first time one can actually realize how good (bad) his chosen backtesting solution is when the strategy is traded live. However I am always amazed how little some traders pay attention to how closely their backtest match their live results.“
Torturing Historical Market Data – The first sentence is so true. “There’s no such thing as right or wrong data, just better or worse. Stock market data looks spotless when you just see the performance numbers, but looks can be deceiving.“
Screw It, I’m All In, Baby – A little chart humor but so true.
Improving the Simple ETF Rotational Trading Model – “What I love about trading models like this is the simplicity. So often simplicity trumps complication. Simple systems often have one important characteristic. They often get you out of the market during bear markets and get you back in to ride the next bull cycle. That is, if you are disciplined enough to actually follow the rules, which of course is another entire topic.”
The Martian by Andy Weir – I read maybe one fiction book every 2-3 years. This is a great book. A fun and entertaining read. Be warned you will lose sleep.
Good Quant Trading,