▲ 0 r/algotrading
LLM Supported Back Testing Spreads
Has anyone ever had LLM's that are monitoring and devising back-testing almost goal seek spreads that erode an edge even when you have months and months of actual trades to support more reasonable, pragmatic values? Not even an alpha, just a slight edge. This is even after I point it to the historical spread data. Time to get my tinfoil hat out
u/mdawe1 — 12 hours ago