Why I think this Quant strategy failed thanks to the Portuguese bank tumult

(Last Updated On: July 22, 2014)

Why I think this Quant strategy failed thanks to the Portuguese bank tumult

I may not be an math genius but this does sound all that innovative:

The strategy continues to many extreme oversold situations, with all ten positions experiencing below minus two standard deviation of their mean oscillation.


That is not exactly innovative where some knob just read a trading book to call himself a ‘quant’

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

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