我经常被问及我的剧本是如何产生的。我说不出来。我也无法总结我的剧本,只能说这就是发生的事情。这就是他们所说的。这就是他们所做的事情。
Trend-following is not such a good model. It’s simply eroded. Things change and being able to adjust is what made Mr. Simons so successful. “Statistic predictor signals erode over the next several years; it can be five years or 10 years. You have to keep coming up with new things because the market is against us. If you don’t keep getting better, you’re going to do worse.