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PDT SuperStrats (Edited)
By Student  •  February 16, 2011
Please note – the results presented here are inaccurate, please ignore this post. I have only kept this for humility and posterity’s sake. Student, 20 feb 2011 ———- I have uncovered one of “the holy grails” in quantitative investing; these strategies satisfy my personal criteria of parsimony on one hand (Some, but limited, datamining) and consistently [...]...
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