Hacker Newsnew | past | comments | ask | show | jobs | submitlogin

No, there are trading strategies that do work, over multiple years, and can then be adjusted and refined to work even longer.

But obviously nobody is going to publish such strategies. You’re looking at a negative selection of papers.



Describe one. I know if there are any current ones no one will talk about them. But have there been any consistent ones in the last 100 years? I'm sure someone would have at least written about them in their memoirs.


I don’t know any good ones... AFAIK value, size signals, merger arbitrage, and other kinds of predictionsused to work well in context of statistical arbitrage... but yeah their existence is evidenced by successful companies / hedge funds (Renaissance, Citadel, Jump, Two Sigma, ...)





Guidelines | FAQ | Lists | API | Security | Legal | Apply to YC | Contact

Search: