
Q6: Delaney Mackenzie – Your Quantitative Trading Questions Answered
Chat With Traders
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How to Determine When a Strategy Is No Longer Viable
When would you decide that a strategy is no longer viable? Yeah, so I mean, that's pretty much the same thing It's just like looking at looking at the alpha over time and and the sharp ratio over time. And other metrics to know whether you know This new behavior you're observing is really different or you know stuff that's within expected tolerances. Set tolerances Stick to them and if you if it breaks the tolerance just take it off the market and then figure out If you want to set new tolerances if you want to design new strategy, etc.
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