1. He’s a profitable trader at a tier 1 firm who has the spare time to not only develop a series of algorithms based on 130 research papers, but also sufficiently backtest them in 7 months?
2. He said he looked at the past 8 years of papers, but refers to multiple models correctly predicting the 2008 financial crisis.
3. Where are the code samples?
Edit:
Lol, just realized his medium post ends with a crypto scam.
* Read and understand paper
* Find and download appropriate input data
* Code paper model and validate (he said he wrote his own code)
I can see myself being able to do this for ONE paper in maybe a week. He claims he was doing 1-2 of these per day. Wow. So either there is some exaggeration on his part, or he is a total wizard in his field.
To make that claim for a single paper I would 1. have to be able to reproduce their p-value, and 2. spend enough time with the model to understand how/what assumptions were unfairly tweaked to get to that p-value.
Just running your own implementation of a model on your own dataset and getting an insignificant or different p-value is not enough. You might just have implemented the model wrongly.