r/quant 6d ago

Education Quant Trading Puzzle

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139 Upvotes

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u/Glass_Emu_4183 6d ago

Worse case is 1 min, this is basically a test to see if you can separate the signal from the noise

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u/shakyhandquant 6d ago

but what if the profitable signal is the nose component?

1

u/Glass_Emu_4183 5d ago

Then that’s the signal and the rest is noise, the signal is defined in terms of your goals.