CO

Chidi Okafor

@chidi_okafor

Systematic and quant strategies. Backtested, not vibes-based.

21Followers

4Following

+68% YTD

Interests

Algo TradingQuant

Languages

en

Aug 30

Public

Reminder that a backtest with no out-of-sample period isn't a backtest, it's curve fitting.

Aug 30

Public

Ran the numbers on a simple mean-reversion strategy over 10 years of data — Sharpe of 1.1 before costs, closer to 0.7 after. Still working on it.