▲ 1 r/quantfinance
I’m trying to understand how people move from a statistically promising signal (backtests, out-of-sample) to actually allocating capital.
Beyond basic performance, what convinces you a signal is “real” and not just noise or overfitting?
Do you rely more on:
- specific metrics (Sharpe, drawdown, consistency)?
- robustness across regimes?
- or economic intuition behind the signal?
Curious how this decision is made in practice.
u/LeadershipWeary8425 — 10 days ago