HINDSIGHT

Noise Hunt

Search a price chart for a winning trading rule. You will find one. Then bet on whether it is real.

You get a simulated price chart and a set of trading rules to search. You will find one that worked. Then bet on whether it is a real edge or just the luck of having tried many rules: the answer is checked on held-out data and against the deflated Sharpe ratio, which allows for how many rules were tried.

About 3 minutes. A new puzzle every day, the same for everyone.

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