π΄
Since our first warning of a potential $ETH long squeeze on October 15, 2025βwhen it was at $4.6kβ
$ETH HAS FALLEN OVER -31% at $3.5k !
Follow the knowledge! π
#ETH#ethereum#CryptoTrading
https://t.co/uU1gzA31Cj
@PtrPomorski Unfortunately, predicting trajectories in trading is not the same as predicting trajectories in space. Deploying in real time will kill your capital
@quantscience_ Kelly is the king of theory, but volatility targeting is the king of practice for almost all traders who don't want to risk seeing -80% and giving up everything.
One brutal reality check for quant strategies π₯:
Ever wonder why so many "amazing" quant strategies flop live?
Suhonen et al. (JPM 2017) analyzed 215 commercially promoted alternative beta strategies with real live track records:
Backtest median Sharpe: 1.20 Live median Sharpe: 0.31 β -73% median deterioration
More rules/parameters = bigger decay (up to +30% extra haircut for complex ones).
Only 8.4% maintained backtest-level performance. 30% turned negative.
Backtests lie. Live trading reveals the truth.
Read: https://t.co/vm9XPOdQrj
#QuantFinance #AlgoTrading #RiskManagement
One brutal reality check for quant strategies π₯:
Ever wonder why so many "amazing" quant strategies flop live?
Suhonen et al. (JPM 2017) analyzed 215 commercially promoted alternative beta strategies with real live track records:
Backtest median Sharpe: 1.20 Live median Sharpe: 0.31 β -73% median deterioration
More rules/parameters = bigger decay (up to +30% extra haircut for complex ones).
Only 8.4% maintained backtest-level performance. 30% turned negative.
Backtests lie. Live trading reveals the truth.
Read: https://t.co/vm9XPOdQrj
#QuantFinance #AlgoTrading #RiskManagement
One brutal reality check for quant strategies π₯:
Ever wonder why so many "amazing" quant strategies flop live?
Suhonen et al. (JPM 2017) analyzed 215 commercially promoted alternative beta strategies with real live track records:
Backtest median Sharpe: 1.20 Live median Sharpe: 0.31 β -73% median deterioration
More rules/parameters = bigger decay (up to +30% extra haircut for complex ones).
Only 8.4% maintained backtest-level performance. 30% turned negative.
Backtests lie. Live trading reveals the truth.
Read: https://t.co/vm9XPOdQrj
#QuantFinance #AlgoTrading #RiskManagement
One brutal reality check for quant strategies π₯:
Ever wonder why so many "amazing" quant strategies flop live?
Suhonen et al. (JPM 2017) analyzed 215 commercially promoted alternative beta strategies with real live track records:
Backtest median Sharpe: 1.20 Live median Sharpe: 0.31 β -73% median deterioration
More rules/parameters = bigger decay (up to +30% extra haircut for complex ones).
Only 8.4% maintained backtest-level performance. 30% turned negative.
Backtests lie. Live trading reveals the truth.
Read: https://t.co/vm9XPOdQrj
#QuantFinance #AlgoTrading #RiskManagement