Occam’s Razor, Infamous Data Points, and the 10,000 Things: A Look Behind the Stratversify® Strategy
When developing a systematic portfolio strategy, one faces numerous challenges and countless choices: what universe to trade? What inefficiencies does one aim to exploit? Is the historical data accurate? How to insure that the future doesn’t leak into the past? What happens when trading signals outnumber available capital? Is the model’s max drawdown figure reliable?
This talk will explore these questions and much more as David Bush delves into the development of his differentiated and NAAIM Shark Tank 2016 award-winning L/S equity strategy.