Once a true alpha is calculated for a daily, SPY long/short strategy, would it be possible to interest a prop shop in trading it? Or trade managed...
I'm sorry. It NOT - repeat - NOT - LOW latency. Again, my apologies.
It's low latency. It's a daily, zero investment (or long/short), SPY strategy trading 100 winners and 100 losers
Would members here recommend we - with no trading experience - embark on algorithmically trading our own strategies with millions of our own...
Thanks, for pointing out HTG. Does anyone actually know anybody over there? I got voicemail when I called an automated response when I sent an...
If members here can help us with identifying a prop shop or other capital source and give us trading advice, we're grateful and members have been...
Thanks, all. What we'd be pitching is a updated daily, zero investment, Rachev-ratio strategy which two large banks traded 5 years ago and made...
What would you have us ante up? The purpose of the post is for mentoring purposes only. We're primarily a group of academics, without trading...
Zari, our chief scientist, was working on the true alpha as Maverick74 suggested even before I responded to his post unbeknownst to me. Be happy...
Thanks for your responses all. Keep them coming, if you would. To clarify: To us HFT, means milliseconds. We're not trading that frequently. Our...
What is the value of backtesting and paper trading? Are those helpful for our own internal R&D process and denominating in risk units as...
Thanks Maverick74 and esp. rmorse. Will recalculate according to Maverick74 and post. Thank, again. ALL comments solicited, welcomed, and...
We're seeking a prop shop which would allow us to trade $10m of their money, to obtain "live" results of our backtested daily Rachev ratio/zero...
We have a 1-minute zero investment strategy. In theory a small amount of money can 2x a day. The substantial profits are being consumed by the...
Are there any 1-minute strategies being traded (or have there been any)? They're hard to run as we're discovering. (I'm not the quant or algo...
We have the results from when we traded the exact same strategy for two banks.
Thanks, garachen. Indeed, let's figure out how to make money together. That is exactly what our approach is, although, perhaps, I failed to make...
Very helpful, lawrence-lugar. Thanks. If you want to know what the "secret sauce" is: What we're trading is a "zero investment" strategy. "Zero...
Because then THEY (and not US) would own the IP and, and more importantly, the algorithms. + We'd probably be prohibited from trading them...
Basically, I'm member of a team of experienced traders, quants, academics, and algorithmic programmers with track records at sovereign wealth and...
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