Algo & Quant traders

S&P did 140% since 2015.

 

That might be relevant if I traded a long only strategy with S&P 500 stocks

Whilst in fact my correlation and beta to that are zero.

GAT

 

"I am a brilliant trader who can beat any algo"

Also "I am paying $7 to trade mini NQ"

Hmm....

GAT

 

No, that isn't what you do. That's called overfitting. Proper algo traders don't do that.

GAT

 

I never backtest (did many many years ago as a noob) and I never sim trade.

 

I assumed you base your system around backtests of previous market data which has always been going higher.

 

This thread. LOL.

 

Thread of the year. A guy gambling in the Emini casino with 2 grand to his name, a chart cultist who finds cutting losses an interesting concept and a couple of semi pros who are sucked into completely pointless arguments.

This could be Will Ferells new movie.
At least make a sticky out of this wonderful contemporary document

 

Yes I use previous market data. But there are ways to avoid producing a long bias in your strategies as a result. The fact my Beta is zero indicates I've probably managed this. And 80% of what I am trading isn't stocks anyway.

GAT