Success is the best revenge for all the doubters.
Trend-following is not such a good model. It’s simply eroded. Things change and being able to adjust is what made Mr. Simons so successful. “Statistic predictor signals erode over the next several years; it can be five years or 10 years. You have to keep coming up with new things because the market is against us. If you don’t keep getting better, you’re going to do worse.
于是我们继续奋力向前,逆水行舟,被不断地向后推,直至回到往昔岁月。
To enjoy freedom we have to control ourselves.
系统辨识是从观测到的输入输出数据中建立动态系统数学模型的科学与艺术。
物理学中的每一个发现都是向理解宇宙宏伟设计迈出的一步。