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One test bench for alphas and hypotheses

Every TreVmS alpha and market hypothesis now goes through one test bench with one set of rules before it reaches Alpha or Labs.

  • The hit rate after a condition is compared with the usual rate for the same instruments at the same hours of the day.
  • Selection runs on one period and confirmation on the next, corrected for the number of variants tried.
  • Results are counted after taker fees and slippage; ideas that fail are not published as alphas.
One test bench for alphas and hypotheses — TreVmS Research · TreVmS