Tomorrow is the biggest holiday in Korea, Lunar New Year. We are going to take a holiday to celebrate the lunar new year with family. So the dev update is being rolled out today.
This sprint showed us a guiding light; we could testify the workability of Orbit. As you might know building an asset management model is a complicated process required many things to be done correctly. The furious issue is overfitting. While we are developing a model, we need to test the model’s performance and characteristics in many ways. Then based on the result, we pick some models for asset management. Because of the process, we have to accept certain level of overfitting. This is the paradox we are facing every day as a model developer. So if we want to know the truth about the model, real trading is the only way. No other options are given to us.
Real trading has started from 14th January; the Orbit generates a long signal. It is almost 3 weeks passed after the first signal. Yes this is somewhat early to say that but when we examined Orbit’s generated signals, we are more confident. Orbit seems to detect a strong trend as designed, and it has a high winning ratio.
Our test is going to end on 31st March. So let me briefly share the performance of Orbit asofnow. (After finishing the test, we will share a detailed performance review.)
Note : Purchased date of each instrument are different.
Have a happy lunar new year!!!