"it works because it doesn't work", excellent!
Answer to the math trick: binary. Contains =1 not contains = 0. Number of various mutations :2^6=64. You don’t need a math PhD for that.
Great Exposition
Do you think that algo trading can remove the edge of momentum strategies eventually. Because all the algos will be chasing similar kind of strategies.
But the issue is that these are not-money effecient strategies / investment paradigms relative to say long-short insurance / options strategies
15:00 Don't Hedge Funds arbitrage momentum? They won't appear in this ETF study...
yurr
Glad I chose QMOM over MTUM 😂
lot of salty ex-academics giving talks on youtube. just do your thing, why so much hate towards academics? they do their thing, no one is twisting your arm to use their "useless" idealized models. if you misinterpret an idealized model, thats on you.
You must not be an academic then, because they SHOULD welcome scrutiny. That's how knowledge progresses, not through echo chambers.
When lambo?