Retail portfolio management and index investing is pure pseudoscience. Active trading = not pseudoscience

[Crusile]

Active trading = not pseudoscience because you can actively test your theories, good samples, high estimated accuracy.

Portfolio management is literally wagering money on index funds and balancing risk with bonds. Index investing = literal pseudoscience. Portfolio managers are pseudoscientists.

 

[Crusile]

Science = testing out hypothesis with adequate sample and controls.
If you "invest" youre practicing and wagering your net worth on pseudoscience LOL

 

[Harold O'brien]

all finance except pricing derivatives is pseudoscience

 

[Crusile]

all finance except pricing derivatives is pseudoscience

active trading is not psudoscience, you can make 10000 trades a month to test your accuracy. Its just high level game theory science

 

[Harold O'brien]

active trading is not psudoscience, you can make 10000 trades a month to test your accuracy. Its just high level game theory science

don't insult game theory like that

it's high level retard ensnaring

 

[Deleted member 14160]

What’re you talking about? Active investing, high speed trading, and all that algorithmic shit is pseudoscience because it tries to quantify past market activity and apply it to the future. And you can’t do that. You can’t model Chaos.

Read Jon Bogie’s stuff about why he created indexing. It’s founded on sound statistical theory.

 

[Crusile]

What’re you talking about? Active investing, high speed trading, and all that algorithmic shit is pseudoscience because it tries to quantify past market activity and apply it to the future. And you can’t do that. You can’t model Chaos.

Read Jon Bogie’s stuff about why he created indexing. It’s founded on sound statistical theory.

Literally retarded, active trading is the opposite of psudoscience. If you wanted to scientifically test "active trading", you would actively trade and that would be your data. Trading = Raw science. The more trades you take the better, thats why index fund investing is useless and will take decades to debunk. No ones allowed to criticize index results because psudoscientists (portfolio managers, financial advisors) believe in useless results based analsis pseudoscience.

:Index theory is the lowest quality results based analysis psudoscience

don't insult game theory like that

it's high level retard ensnaring

Its just cutting edge game theory. Basic game theory is solved, known, and useless. financial trading is the highest level highest stakes cutting edge gametheory

 

[Deleted member 14160]

Literally retarded, active trading is the opposite of psudoscience. If you wanted to scientifically test "active trading", you would actively trade and that would be your data. Trading = Raw science.

You are giga retarded beyond belief. Let's look at some other retarded "scientifically testable" pseudoscience like phrenology.

Although both of those ideas have a basis in reality, phrenology generalized beyond empirical knowledge in a way that departed from science.[1][4] The central phrenological notion that measuring the contour of the skull can predict personality traits is discredited by empirical research.

The first niggas that put forth phrenology found some correlations in their limited data sets. However, it was later found that all correlations don't hold as strong a confidence interval the higher and higher n-size you get.

The same holds true for any active trading. The "data" from any algorithmic trading, let alone muh cup and handle strategy, is so insignificant compared to the trillions of factors/fractals influencing market prices every day that it will never be possible for any trading strategy to be actually be muh scientifically tested in a controlled environment, you can't even reliably backtest any algorithm for this reason. You can't model or muh scientifically test Chaos jackass, go read any Quant textbook.

Idk maybe only @David Rothschild or @DrTony would even understand what I'm trying to say.

 

[DrTony]

You are giga retarded beyond belief. Let's look at some other retarded "scientifically testable" pseudoscience like phrenology.

Although both of those ideas have a basis in reality, phrenology generalized beyond empirical knowledge in a way that departed from science.[1][4] The central phrenological notion that measuring the contour of the skull can predict personality traits is discredited by empirical research.

The first niggas that put forth phrenology found some correlations in their limited data sets. However, it was later found that all correlations don't hold as strong a confidence interval the higher and higher n-size you get.

The same holds true for any active trading. The "data" from any algorithmic trading, let alone muh cup and handle strategy, is so insignificant compared to the trillions of factors/fractals influencing market prices every day that it will never be possible for any trading strategy to be actually be muh scientifically tested in a controlled environment, you can't even reliably backtest any algorithm for this reason. You can't model or muh scientifically test Chaos jackass, go read any Quant textbook.

Idk maybe only @David Rothschild or @DrTony would even understand what I'm trying to say.

I feel even the best ML models for high freq algorithmic trading in hedge funds etc is slightly superior to that of tossing a coin.

 

[RIPPED IRL]

He is kinda right. Day trading/scalp delta = less variance and you can outperform the markets

 

[Crusile]

You are giga retarded beyond belief. Let's look at some other retarded "scientifically testable" pseudoscience like phrenology.

Although both of those ideas have a basis in reality, phrenology generalized beyond empirical knowledge in a way that departed from science.[1][4] The central phrenological notion that measuring the contour of the skull can predict personality traits is discredited by empirical research.

The first niggas that put forth phrenology found some correlations in their limited data sets. However, it was later found that all correlations don't hold as strong a confidence interval the higher and higher n-size you get.

The same holds true for any active trading. The "data" from any algorithmic trading, let alone muh cup and handle strategy, is so insignificant compared to the trillions of factors/fractals influencing market prices every day that it will never be possible for any trading strategy to be actually be muh scientifically tested in a controlled environment, you can't even reliably backtest any algorithm for this reason. You can't model or muh scientifically test Chaos jackass, go read any Quant textbook.

Idk maybe only @David Rothschild or @DrTony would even understand what I'm trying to say.

Everything you wrote is retarded and I didnt read it, you can test out a algo bot by letting it trade. the symptom is the disease and you cured the symptom, you dont need to cure the disease anymore. how do I test long term investing in index funds? I wait 4 decades and gamble my life savings on binary result

 

[Crusile]

Important:
How do I debunk s&p500? "lol wait 25 yrs"
How do I verify if I can profitably trade? "use papertrade feature on tradingview for a few days, aim for 25-50 trades per day. If you cant trade dont trade yet : ) it takes time and practice."