"Should I move from daily to intraday bars for backtesting?"

SMB Capital recently invited me to give a talk to their quant intern group. The SMB Capital internship is a very competitive program for young college grads to get hands-on experience on a trading desk. I ve received several follow-up questions from the presentation. Here s one from Varun ( name used with permission, lightly edited for clarity, and I ve removed the strategy details ) Varun:…