052: Ernie Chan – How Quant Strategies Are Created, Scrutinized and Introduced to the Market
Chat With Traders
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The Disdiscretionary Elements of a Trading Style
Some of our strategies are lucky enough to have worked from day one and although they had been draw down never stopped working so you know we've been trading it for more than four years. There are other strategies that we started and it might work for a year and then it become quite weak and started lose money month after month. We do reduce them based on their loss but there are other strategy that we just created is a new strategy now with a new strategy you never know how much to allocate to it I would say that it is imprudent to immediately allocate based on back test oh this strategy has a sharp ratio of two less allocated based on the back test sharp ratio.
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