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I got a call from a telemarketer today trying to sell me their magic
trading system - for a low investment of 59.99/month and 1hr/week of my
time, i could be making millions with their trading strategy!!!
Anywho, long story short I listened to the girl's speel on it and then
when she asked me if I had any questions I pounced - "Yes, I do have a
question. I'm a portfolio analyst at a managed futures investment
firm.....could you please explain to me how over-optimized your system
is, and why you only choose to take points from the highest parts of the
equity curve. Oh, and if you have time I'd like to ask about the
underlying distribution of your returns and other statistics like your
sharpe".
Haha, I could hear her going "ummmmmmmmmmm, errrr, ummmmmmm.....": and
can picture her flipping through her manual trying to find an aswer to
my question. Oh well, long story short, about 40seconds later of ummms
and errrs she just hung up! LMAO!
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