Quant Pitfalls Tag

Everybody Has a Holy Grail (At Least Once)

Mean Reversion – Always Profitable (Until It Isn’t)

Trend Following – Success or Death by a Thousand Cuts?

Future Data Leak – The Unavoidable Temptation?

Diversification – The Biggest Curse or the Only Hope?

Testing on Testing Periods – The Most Subtle Trap

Optimization and Overfitting – The Biggest Trap of Quantitative Investing

The Lie of Normal Distribution – Markets Are Not Gaussian

90% Winning Trades … and Still Losing Money

Anything Can Happen – Why Backtests Always Look Amazing (Until They Don’t)