Quant ResearchA
Rigorous quantitative research on trading strategies: framing a falsifiable hypothesis, honest simulation (costs, look-ahead, fill semantics), parameter sweeps, reading the parameter surface, bounding a stable region and pooling it instead of picking an argmax, correcting selection bias, walk-forward, Monte Carlo, and a written verdict. Use this skill whenever the user mentions backtesting, trading strategies, parameter optimization, Sharpe ratios, overfitting, walk-forward, Monte Carlo, or a...
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