developed a trading model for futures using statistical deep learning and neuro network

Discussion in 'Professional Trading' started by orangelam, Mar 23, 2020.

  1. I have been developing a factor model for trading futures. developed for two years and live trading for 1 year already since 2019 Mar. one round trade each day without carrying overnight. so in total 241 live round trades.
    live trading was by 1 mini contract. Contract sizes can be scaled up to certain level.

    performance is as follow,

    live record and detailed proposal can be provided. i would like to know any investors/funds would like to invest in this model. please pm me.

    Last edited: Mar 23, 2020
  2. With that amount of money who cares about investors?
  3. traider


    What are the number of trades per day and what are the markets traded?
  4. above figure is for a mini contract
    for full contract, it is 5 times of the mini contract. so the capital requirement of a full contract is HKD450000
    still need investors
    nooby_mcnoob likes this.
  5. only 1 trade (open and close position) per day. so in live, there is 241 round trades. market is Hong Kong Hang Seng Index futures
  6. At that rate, would only take you a year to build up to it. Why waste your time?
  7. coz i want to scale up like 100 or 200 contracts. for large contract size, i have a method to randomize/average for the sake of minimizing the impact of moving the market
  8. Just spit it out. You want to gamble with OPM. We understand, just don't tell that to investors.
    nooby_mcnoob likes this.
  9. ph1l


    Is your system the same one as
  10. No, they are totally different. that one is my first exploration when i started my research in the trading industry. this one is to use a model to make for prediction and automated everything with 1 year live record.
    #10     Mar 23, 2020