September 20th, 2011, 8:27 am
QuoteOriginally posted by: HansiQuoteOriginally posted by: ktangQuoteOriginally posted by: edouardhas anyone ever been able to obtain results as ridiculous as those exposed in a publicly released study ?? Do you mind to share your results with us ?I took his post to mean that most academic public research has better performance displayed than what you can really gain using the same methods in the market because of sample bias, data cleansing etc.Agree.Most of the research paper just use mid price and no trading cost. This is also one reason why you get a worser performance in real world.