By full-time trading do you mean trading as your sole profession? As in, you will pay all of your bills/expenses out of the profits earned from...
The way I view it is this: position sizing IS trading. The only question to ask in trading is "what should my position be given everything I know...
I totally agree. I was just saying that the example in the paper is about as simple, robust, legitimate, etc. of a trading system as one could...
It seems like this article is suggesting that backtesting itself is an exercise in futility. It looks at an example where a system developer has...
I considered going that route, but ultimately hacked together my own solution.. Thanks though
I'm getting my data from quandl currently, using their (free) continuous contracts. Also, the expiration rules for each contract can be found on...
That's what I was afraid of, sounds tedious.. Thanks though
I should have been more clear, I was referring to futures contracts not options contracts. My specific situation is that my data stream is a...
To be clear, I DO believe that deep learning/AI/convoluted nets, etc. are the future. But they're only as good as the data they're fed
I don't understand how you can continue to argue that the input data doesn't matter while using AlphaGo or image recognition as your examples.. in...
Does anyone know of a data source for the dates on which contracts expired in the past? Alternatively, does anyone know the rules for when each...
The underlying premise of (supervised) machine learning is that there is predictive value present in the predictor values fed into a model, but a...
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