Loid Forger File

The Situation of Loid Forger and the Future of SxF : r/SpyxFamily

Loid Forger , known by the codename , is the elite superspy and main protagonist of the SPY x FAMILY series . To maintain peace between the rival nations of Westalis and Ostania, he has discarded his past and real identity to adopt the alias "Loid Forger," creating a makeshift family to infiltrate a high-profile political circle. Character Background and Origins Loid Forger

: His core drive for espionage is a selfless desire to create a "world where children no longer need to cry," a direct reaction to his own childhood suffering. The Situation of Loid Forger and the Future

Loid's stoic professionalism stems from a tragic childhood marked by the devastation of war. Loid's stoic professionalism stems from a tragic childhood

Loid's current mission, Operation Strix, requires him to play the role of a devoted husband and father, leading to a complex internal struggle between his duty and growing genuine feelings.

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Sergey V. - November 17, 2016 Reply

Hi Caesar,

Thanks for interesting post. Sure credibility of backtest on simulated data depends on how precise your synthetic data is and how quickly your signal changes.

For 1-yr momentum there is one story, and you may use less precise data, and for 5-days reversion – completely different story, and you need much better data to test this.

BTW, six figs. investment have OHLC data on volatility ETPs: https://sixfigureinvesting.com/2014/09/simulating-open-high-low-vxx-vixy-tvix-uvxy-xiv-svxy/, maybe you could use this to trade not on closes of the same day (which may be not that realistic, given wild nature of the instruments involved)

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    Cesar Alvarez - November 17, 2016 Reply

    I am aware of the OHL simulated data but the amount of error he decribes is too much for me. The main thing I want to make sure people are clear is that the data may or may not work for you depending on the strategy. Just be careful using this data.

Loid Forger
Michael - November 18, 2016 Reply

hi cesar, would you consider adding a search functionality to your blog so we can easily look up past blogs or topics?

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    Cesar Alvarez - November 18, 2016 Reply

    I can see when I am logged in as my WordPress admin but when I look at the site logged out I can’t see the search feature. I will have to look around and figure out how to get it back. Thanks for pointing this out.

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michael - May 24, 2017 Reply

hi cesar, did you build your own synthetic data to run your tests? i recently ran some tests using the data from six figures investing. although the results over the overlap period were qualitatively similar, good years were good and worse years were worse etc, quantitatively they were very different with variations of 40% or more at times. what do you think?

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    Cesar Alvarez - May 24, 2017 Reply

    No, I used the data from Six Figure Investing. I found that it really depends on the strategy whether one can use this data or not.

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