Algorithmic Trading Strategies Online

Discussion in 'Automated Trading' started by skynetrading, Oct 9, 2012.

  1. Hello everyone

    This might be a commonly asked question. I am a 4th year Math/CS student and I have a basic understanding of the financial market and have taken several courses in financial math and economics. I am highly interested in Algorithmic Trading and I planning to do a research paper/ project on this topic. I hope that I can use this project as a leverage for me to get an internship position/ junior programmer position as an algorithmic trader.

    So my question is this, where can I find good Algorithmic trading strategies online? Where are the good sources such as blogs and articles. I am currently reading two texts on Algo trading but neither of them give me a good source of strategies to test. It is ok if the strategies is not profitable because I just want to gain experience in backtesting and executing a paper trading system. I am really interested in using Algo in the Forex market, but I can code it in the equity market if they are the only one I can find.

    Also if you are a trader who has algo trading ideas but want someone to code and back-test these ideas, I can also collaborate with you and we can both benefit

    Thank you fellow traders, I hope to be hearing from you guys soon
  2. Occam


    If you're looking for strategies, there's a huge number of academic papers that both describe and evaluate "technical analysis" strategies; here's one of many:

    As far as work is concerned, you might be best served by getting an internship at a quant-oriented hedge fund or trading house. There are also forums such as nuclearphynance and the wilmott careers forum ( that are perhaps better suited to your type of question than are the more general trading sites such as this one.
  3. Hey Occam

    Thanks for the quick reply, really appreciate your help. I was wondering would there be any "free" information since I am still a student and don't really want to pay for the academic journals.
  4. 2rosy


    here's one to test. watch oil, gold, es, and ten year note. when 3 of them turn jump buy or sell the last one expecting it to follow(for 10yr do the opposite).

    not sure if it works but eyeballing it it seems good.
  5. Mr_You



    Download NinjaTrader. Signup with a futures data provider (such as Zen-Fire) and get a 30-day demo account for historical data to backtest against. Follow NinjaTraders directions on how to download their free Market Replay data to replay your strategies against a "live feed" data.

    You'll spend many hours for potentially a few years trying to develop profitable strategies. So don't get in a hurry or get frustrated from one losing strategy to another. Reality is it takes a lot of time to learn. Don't let it interfere with your education or relationships.

    Only after about a year and a half of figuring things out am I at the point of having a potentially profitable strategy to test "real money" on a low tick value instrument.

    Good luck!
  6. You can get the complete "turtle trader" trend following system described in a nice, compact PDF. Available all over the internet.
  7. Occam


    A student where? In the US at least, my impression is that any major university has complete access to such journals within their libraries.

    Barring that, you can often find free versions of these articles on the authors' individual home pages.

    You can also do your own google searches "technical analysis articles", for instance) and use Google scholar and/or SSRN to get papers that are offered freely.