Backtest Beautiful, Trade Broke
A Sharpe ratio of 4.0 is not a discovery. It is a confession.
Every quantitative trader has built the strategy that printed money across ten years of history and then bled cash the week it touched a live account. The gap between those two outcomes is not bad luck, and it is not the market adapting to you. It is engineering - and engineering can be fixed.
This book is the autopsy and the rebuild.
Part One is the autopsy. ...
Independently Published
979-8-1718-9448-1
A Sharpe ratio of 4.0 is not a discovery. It is a confession.
Every quantitative trader has built the strategy that printed money across ten years of history and then bled cash the week it touched a live account. The gap between those two outcomes is not bad luck, and it is not the market adapting to you. It is engineering - and engineering can be fixed.
This book is the autopsy and the rebuild.
Part One is the autopsy. ...
Independently Published
979-8-1718-9448-1

