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我们不要从模型开始。我们要从数据开始。我们没有任何先入为主的观念。我们寻找那些可以重复数千次的东西。收敛性交易的问题是,你没有时间尺度。你说最终都会收敛。好的,那何时是最终呢?
We don’t start with models. We start with data. We don’t have any preconceived notions. We look for things that can be replicated thousands of times. A trouble with convergence trading is that you don’t have a time scale. You say that eventually things will come together.Well, when is eventually?
The true way is along a rope that is not spanned high in the air, but just above the ground. It seems intended more to cause stumbling than to be walked upon.
The only real failure in life is not to be true to the best one knows.
每首诗都是一首情诗。