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skynetrading
 

Registered: Oct 2012
Posts: 2

 

10-09-12 08:42 AM

Hello everyone

This might be a commonly asked question. I am a 4th year Math/CS student and I have a basic understanding of the financial market and have taken several courses in financial math and economics. I am highly interested in Algorithmic Trading and I planning to do a research paper/ project on this topic. I hope that I can use this project as a leverage for me to get an internship position/ junior programmer position as an algorithmic trader.

So my question is this, where can I find good Algorithmic trading strategies online? Where are the good sources such as blogs and articles. I am currently reading two texts on Algo trading but neither of them give me a good source of strategies to test. It is ok if the strategies is not profitable because I just want to gain experience in backtesting and executing a paper trading system. I am really interested in using Algo in the Forex market, but I can code it in the equity market if they are the only one I can find.

Also if you are a trader who has algo trading ideas but want someone to code and back-test these ideas, I can also collaborate with you and we can both benefit

Thank you fellow traders, I hope to be hearing from you guys soon

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Occam
 

Registered: Apr 2009
Posts: 471

 

10-09-12 05:53 PM

If you're looking for strategies, there's a huge number of academic papers that both describe and evaluate "technical analysis" strategies; here's one of many:

http://www.sciencedirect.com/scienc...927539810000022

As far as work is concerned, you might be best served by getting an internship at a quant-oriented hedge fund or trading house. There are also forums such as nuclearphynance and the wilmott careers forum (http://www.wilmott.com/categories.cfm?catid=16) that are perhaps better suited to your type of question than are the more general trading sites such as this one.

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skynetrading
 

Registered: Oct 2012
Posts: 2

 

10-09-12 07:04 PM

Hey Occam

Thanks for the quick reply, really appreciate your help. I was wondering would there be any "free" information since I am still a student and don't really want to pay for the academic journals.

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2rosy
 

Registered: May 2012
Posts: 336

 

10-09-12 07:45 PM

scholar.google.com

here's one to test. watch oil, gold, es, and ten year note. when 3 of them turn jump buy or sell the last one expecting it to follow(for 10yr do the opposite).

not sure if it works but eyeballing it it seems good.

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Mr_You
 

Registered: Dec 2010
Posts: 265

 

10-09-12 07:59 PM

skynetrading,

Download NinjaTrader. Signup with a futures data provider (such as Zen-Fire) and get a 30-day demo account for historical data to backtest against. Follow NinjaTraders directions on how to download their free Market Replay data to replay your strategies against a "live feed" data.

You'll spend many hours for potentially a few years trying to develop profitable strategies. So don't get in a hurry or get frustrated from one losing strategy to another. Reality is it takes a lot of time to learn. Don't let it interfere with your education or relationships.

Only after about a year and a half of figuring things out am I at the point of having a potentially profitable strategy to test "real money" on a low tick value instrument.

Good luck!

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Random.Capital
 

Registered: Jan 2005
Posts: 3848

 

10-09-12 08:48 PM

You can get the complete "turtle trader" trend following system described in a nice, compact PDF. Available all over the internet.

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