Hello everyone, Looking to meet up and learn from/trade ideas with someone in the Chicago area or online. I'll be graduating in May with a Bachelor's in Statistics and Minor in Mathematical Computer Science. My main focus is on statistical learning models but I am humbly lacking in the application of financial models. The languages I know are C++, Python, and R. The topics I am interested the most in are developing trading strategies, backtesting, and finding creative ways to include outside factors into models. Thanks for reading, cheers.
Look into Quantopian. Code your ideas there and test them out. You will need to do this, so you can go through your list of ideas and model them to see what could work or doesn’t. My favorite strategy is actively straddling an outlier price point with a news event as a trigger. - outlier - news event - intratick trade execution trigger - money management You need to know how to define the above mathematically and convert that to code.