From alpha to actual returns: Why your mileage will vary

In Subscribers only by Cam Hui

One of the characteristics of a good financial modeler is to know his model’s limitations. He know how and why they work, and under what circumstances they will fail. I have been asked a number of times in the past to disclose the returns of my trading account, or the signal dates of my trading model, whose out-of-sample buy and ...
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