As everyone knows, systematic trading is very competitive and one has to reinvent himself constantly to stay in the game. My question is how many strategies you come up each year?
Define "come up with". I mena that serious - in todays time with the internet, a lot of "lets try this out" or "work on the basis of something i see on a forum" happens. Is that part of the "coming up with"? Or a 0 because it is not invented? I see a ton of strats going through my development side that at least originate on some forum posts somewhere initially.
Maybe one or two every year But i change my system parameters every morning to be adaptive and it's been working pretty well for me
so you have 12 new systems every year? wow..30 something since registering on ET? i come up with ONE back in 2005 and it's still work and produced enough money that i don't have to 'come up ' with new ones every year. quality over quantity
Had made the first one in 1995, haven't changed parameters since 1999, and one a year in last three years. Am always working on something, but cause of what I seek is strict on losing percentages, it is very tough to get anything to back/forward test to my standards. Am going back to more mid term strategies last several months, more overall profits for me and less trading as opposed to day trading.
same here. i became somewhat spoiled by steady returns from day trading and even if i do have a new profitable system- i tend to throw them out,cause they aren't 'good enough' to me.