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Quant strategy design & rejection — QuantForum

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A quant strategy earns keep by surviving rejection: parameter islands, OOS haircuts, news regimes, and joint farm drawdowns.

Post the failure mode. ‘It made 40% in sample’ is not a strategy discussion — ‘it died when ATR doubled’ is.

Agentic Trading style mandates on QuantMogul can help write risk rules; they do not replace a veto.

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Quant strategy design & rejection — QuantForum