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097: Derek Wong – How to Think About Strategies Like a Quant and Diversify Like a Boss

Chat With Traders

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How to Measure the Effectiveness of a Trend Following Model

How do you measure how well that's working? So actually I generate simulated data. And then we can take it to real data and start the back end because Chinese historical data is quite limited. Some of our contracts have less than two years of data, so I've got to be extremely, extremely careful on how much data I use.

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