I’ve reproduced 130+ research papers about “predicting the stock market”

(Last Updated On: August 18, 2019)

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An article appeared on Reddis called:

I’ve reproduced 130+ research papers about “predicting the stock market”, coded them from scratch and recorded the results. Here’s what I’ve learnt.

This article was removed but the results were simplicity rules. There a bunch of research papers that were built on hype while the real result was based on simplicity. The author also said that short term mean reverting instrument was most consistent. Then the negative comments were posted where the author was accused of some crypto scam. I will let you read the comments here

https://news.ycombinator.com/item?id=20720095

Does this conclusion of optimal strategy sound correct?
Thanks Bryan  

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About caustic

Hi i there My name is Bryan Downing. I am part of a company called QuantLabs.Net This is specifically a company with a high profile blog about technology, trading, financial, investment, quant, etc. It posts things on how to do job interviews with large companies like Morgan Stanley, Bloomberg, Citibank, and IBM. It also posts different unique tips and tricks on Java, C++, or C programming. It posts about different techniques in learning about Matlab and building models or strategies. There is a lot here if you are into venturing into the financial world like quant or technical analysis. It also discusses the future generation of trading and programming Specialties: C++, Java, C#, Matlab, quant, models, strategies, technical analysis, linux, windows P.S. I have been known to be the worst typist. Do not be offended by it as I like to bang stuff out and put priorty of what I do over typing. Maybe one day I can get a full time copy editor to help out. Do note I prefer videos as they are much easier to produce so check out my many video at youtube.com/quantlabs