Basically the title, I've been working for like two years or so to come up with this edge but I got no money to exploit it. Looking for advice and ideas on what I can do going forward. The edge is around ~6% per trade. Any ideas will be appreciated.
Start small to test out your idea irl first. Trust me paper trading and real-life trading are totally different. If you really don't have any money, get a job or a loan or a sugar daddy/mommy to come up with the money.
which kind of data did you research the profitability on? Are derivatives involved or is it spot. Which market?
Talk to management at local prop trading firms, if they think your idea is legit and find your personality a good fit, you'll get bankrolled.
I presume you did not test your system with a small amount of money. And you wanted to test your system with a huge amount of money. This wouldn't work.
statistical edge? all statistics depends on a sample........that sample is historical data.........historical data keeps changing as fresh data comes in. so your inference will change and so will your illusive edge.......it may disappear all together and that is the fate of most of these mumbo jumbo 'systems' now what markets do is no mystery.......it goes up .over extends and then it goes down until it over extends or tires out. this is all it does. the problem is to manage this: to trade it. the problem is to measure this over extension. why apply statistics to this activity? why not apply quantum mechanics ? fucking joke is that even that has been done !!!!!!!!!!!!!!!!! stupidity nay madness