Machine learning isn't the edge; it enhances the edge you’ve developed
Flirting with Models
Is There a Hidden Source of Alpha in the Markets?
Angus: Working and managing the position size over the life of the trade becomes more and more of an important kind of feature about performance. People generally like high hit rate strategies, but they don't always translate into positive expectancy in the longer term. "There's really only two functional tasks in both the kind of trading and investment world," he says.
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