Trading is rigorous, mathematics is rigorous, code is rigorous, and quantification is the most rigorous of all; this is not a child's play area.

Have multiple groups cross-verified and tested long-term? Is the testing period 180 days or 360 days? Has it experienced extreme market conditions, black and white swans? For accounts started at different times, are the returns significantly different? If all accounts are entering and exiting at the same place, can the liquidity support it (slippage probability)?

If you're just playing around for fun, anything goes. But if the plan is commercialized, these questions should have been considered early on; otherwise, it will definitely turn into a nightmare later.

Take some of the time spent bragging every day, leave some for reading a few more professional books, don’t always think AI is all-knowing and omnipotent. When designing the framework, think more comprehensively. Don’t always hold on to the idea that, “Oh, I wrote this (or AI wrote this), and I can make trades, I’m so awesome.” Or that just because a bunch of crap downloaded from GitHub runs smoothly and makes trades, I’m so impressive.

This is not research in quantification; this is stupidity, this is showing off foolishly.

However, everything is a two-way choice, just like a scam call with a Fujian accent—if you believe that, then it can only be true love.