Recent content by vats888

Hi all and thanks for all the advice much appreciate it. As already kut2k2 said the general consensus among quants seems to be that reverse engineering a trading model just by looking at signals belongs to the sphere of imagination. Thanks again guys

Thanks for coming back on this. Please see below my answers to what you are asking “I doubt it but the answer is yes, they can develop an estimator that replicates the performance exactly.” So in essence you are saying that they can reproduce the model? Is there a way that you might...

Hi all, The last few years I have developed a trading strategy involving trading index futures. The backtested results were very close to 20% annual net profits assuming 0 leverage. The last 1.5 years I have tested with real account and the results replicated almost exactly my back tested...