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The point is that our perception of what drives success is largely shaped by the survivorship bias. We always hear about successes of optimistic, growth mindset people. What we don't hear about is all the failures that had the same growth mindset. In a fewer words, "it's better to be lucky than...

But your strategy isn't "AI", so it does not count!

All of the major factors have listed ETFs and you can look at their performances (though most were listed in 2010s and are for the US markets only). For example, USMV is the minimum-volatility ETF.

Microseconds is so last decade, it's nanoseconds now. You can get stable 20-25 mike median latency form a commercial system these days and the cost would be fairly reasonable (about 4k for the gateway and another 1-2k for your own colocated server). Even FPGA is a commodity these days, you can...

Unless you've been around the industry for long-enough time to understand the ins and outs of factor investing (and skimming through your profile I know you haven't lol), it's actually a pretty good overview of many things a modern equity trader/investor should know. If you skimmed over, I...

Actually, in stat arb making roughly bid/ask or even less is not uncommon for the first research pass. Assuming the signal is real, either because it's based on some sort of a real life effect or because you verified it somehow (e.g. it's forecasting methodology and you have an R^2 of some...