Uncertainty - by Quantitativo - Quant Trading Rules
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A probabilistic approach to momentum to deliver +1.7 Sharpe ratio
In the Salon of Madame Geoffrin in 1755. Reading of Voltaire's tragedy, The Orphan of China “Doubt is not a pleasant condition, but certainty is a ridiculous one.” Voltaire Voltaire was arguably the most influential intellectual of 18th-century France. More than that, he was a provocateur. He spent his life as a one-man war against dogma, against anyone who claimed to know the truth with absolute certainty. The Age of Enlightenment didn’t begin with answers: it began with Voltaire’s refusal to accept false certainties. After three articles on more original ideas, we return this week to…
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