zlacker

>>cheese+(OP)
I wouldn’t trust any backtracking test with these models. Try doing a real-time test over 8 months and see what happens then. I’d also be suspicious of anything that doesn’t take actual costs into account.

>>dhosek+Si
We're running some live experiments these days, for both stocks and options. https://rallies.ai/arena

>>rallie+QC
With actual money? Or still fake money?

>>philip+R32
Fake money is better than nothing, but one hopes that at the very least they’re correctly managing prices with the bid-ask spread, although real money would tend to influence what the actual numbers would be (small dollar amounts likely getting worse pricing, large dollar amounts potentially impacting the movement of the market).