The only backtesting data I'm interested in is minute by minute (minute aggregated) top of book (highest bid & lowest ask at minute bar close)....
Imagine a bunch of different websites each of which is shows a real time scrolling text where each line is an order for a stock (buy/sell...
I asked an old associate who has been doing algorithmic trading (using his own money and doing quite well at it) about this and he told me that...
That argument applies to existing businesses that run the algorithm for the developer and then rent out the algorithm's recommendations. I'm not...
The business model of most of the attempts to "rent" stock recommendations that I've seen involve providing one's algorithm to some trusted third...
I've been using the following formula for model selection as an alternative to Alpha: mean(StrategyDeltas)/std(StrategyDeltas) -...
A simple paper test of a trading strategy is to assume one borrows all money to purchase assets and see if trading increases the liquidation value...
Yes, indeed, I did lazily skip doing the analysis because, while it is obvious -- by definition -- why a short term strategy would, over the short...
Correction:
Like I told newwurldmn, "chance" or, to use your word "randomness" doesn't seem likely here due to 4 factors which occurred in conjunction: The...
My case differs in that the large number of stocks in my portfolio, all S&P500, exhibited volatility that did not show up in the S&P500 -- not...
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