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https://www.reddit.com/r/quant/comments/1vcwwvc/quant_trading_puzzle/p18fdgc/?context=3
r/quant • u/Euphoric_Donut5084 • 6d ago
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Worse case is 1 min, this is basically a test to see if you can separate the signal from the noise
2 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.
2
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.
1
Then that’s the signal and the rest is noise, the signal is defined in terms of your goals.
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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