Algo & Quant traders

Reading this Thread there's one question that keeps running through my Mind:

Is it best to kill yourself with a Bullet to the Temple?
 
Reading this Thread there's one question that keeps running through my Mind:

Is it best to kill yourself with a Bullet to the Temple?


I thought it would be better to change the pronoun

yourself to xxxxxxx
 
Yes I use previous market data. But there are ways to avoid producing a long bias in your strategies as a result. The fact my Beta is zero indicates I've probably managed this. And 80% of what I am trading isn't stocks anyway.

GAT
So for example through Covid in 2020 your system was still printing ?
 
So for example through Covid in 2020 your system was still printing ?

What do you mean by 'printing'???

If you want to know what returns I had, I was uncorrelated:
Jan 2020 me +9.7% S&P 0%
Feb 2020 0.2% -8.2%
Mar 2020 -0.2% -12.4%
Apr 2020 -1.6% 12.8%
May 2020 2.1% 4.8%
Jun 2020 3.8% 2.0%
Total 14.0% -3.1%

GAT
 
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