Not exactly a secret. Professional quant traders use hundreds/thousands of indicators for their systems. Not really an edge for David in the...
Hedge fund Renaissance pulls back on hunt for market trends: https://www.ft.com/content/23edf3ba-591f-11e9-9dde-7aedca0a081a Renaissance...
What is the sharpe ratio for your live trading track record?
It's not just one strategy. It's a combination of thousands (possibly millions) of different strategies and signals across many different time...
https://cib.societegenerale.com/fileadmin/indices_feeds/ti_screen/index.html The SG Trend Indicator NAV seems to have retreated back to its 2008...
Bid ask spreads
That's a good start unless you think the times you would want to enter a trade would be exactly the times when the spread would be more than...
If your strategy is mean reverting, then it would bias you to often enter a buy at the bid and a sell at the ask within a backtest using last...
If you are trading intraday and are using last trade price to enter into positions in your backtest, any mean reversion signal would look very...
#2 could potentially be bad. Entering at last trade price is not realistic. Does your backtest still look good if you lag the signal by one...
What frequency is the trading? Intraday, daily, weekly? What prices are you using to enter trades in your backtest? Bid/ask, mid, last trade?...
It was a good month for short term trend followers. If your TA is mostly hopping on the short term directional moves, then it was the perfect...
https://www.bloomberg.com/news/articles/2018-10-22/quants-now-trade-exotic-stuff-but-can-they-handle-illiquidity The new wave of exotic...
No investment (except t-bills) is guaranteed to make money with no risk. Even stocks could be flat/down over a 10 year period, as after the Great...
HFTs might have lower fees than you do, but there is no way to avoid paying the spread unless you are putting out orders passively waiting to be...
https://www.zerohedge.com/news/2018-02-26/jpmorgan-warns-exitinction-level-event-ctas-after-worst-month-record
Fundseeder is a fundraising platform. Someone with a Sharpe 3 strategy would not be seeking funding and is probably already investing at max...
That's true if you are only trading one instrument. But of you are trading equities like this case, with a universe like the Russell 1000, even a...
An example of the type of work needed to gain an edge: [MEDIA]
-Fama French factors like small vs large cap stocks, value stocks, momentum stocks, etc -Short vol (it does work in the long run despite what...
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