Fitting is combining alphas into a signal. Optimizing is binding that signal to the parameters of the trading strategy.
That’s just painful to watch.
I’ve most commonly seen a NN deployed here.
the Kalman filter question I can’t answer succinctly without a lot of assumed knowledge. So.. assuming the knowledge.. kalman filters tend to...
If you walk into any trading firm I know there’s no ‘ES guy’ like there might be for ags or metals. ES and interest rates are usually large teams....
I’ll be out of here end of tomorrow so please wait until then to hijack thread.
there are a few params I’ll manually set at the beginning of each trading day to try to give the algo ‘context’
I’m going to stick around through tomorrow (Monday) and then probably check back next year.
I know when I say this here I get a lot of pushback but I’ve never traded with stop losses and I don’t know anyone who does and makes money. the...
1) you should be able to describe in detail what value you are adding that makes you deserve to get paid. 2) very much so. Manually the most...
I can’t possibly imagine anything useful being posted to YouTube. It’s not that someone wouldn’t want to for fun but there are so many regulations...
Nice to hear from you again! Been a long time. Yeah I bet those were good times. I don’t trade vix anymore and was distracted by trying not to...
Ok. I think 2 things are getting conflated. What you are describing. No salary, possible desk fees, ‘training’ let’s agree to call a trading...
Sadly, I cannot
Vix futures and calendars. There was some guy who would blow through the very thin book with market orders a few times a day and you could market...
That’s a really good question. I thought about a few different things but would need more information. If you want to talk, PM me and I’ll call...
I was on my own during that time and joined with a friend shortly after. No new capital. I don’t care much for the voodoo spirituality linked...
1) extremely product specific. PA feels uncomfortable with more than 1 lot. It will move things. Other products I’ve done max order of 49,999....
Crypto and opportunity zones. Holding excess cash is starting to carry big risk. I’m sure whatever I was doing in 2014 I’m not doing now... so...
Best to see them is when moves are several standard deviations. CL last year -40. It was clear to see algos start to turn off around +10. And...
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