If You Were New to the Field of Quant Trading...

Discussion in 'Strategy Building' started by skinny, Nov 21, 2021.

  1. skinny


    ...what leveraged asset would you backtest your strategy on and why? (eg. futures, options, forex, other)
  2. thecoder


    Last edited: Nov 21, 2021
  3. fan27


    Futures, specifically ES or MES as it has very good mean reverting qualities in which to build strategies from.
    beginner66 likes this.
  4. Nobert


  5. skinny


  6. Options are much harder to trade in quant space (operationally and in terms of the research pipeline).
    Retail Forex I would stay away - sharks, expensive, relatively little diversification (only a single asset class after all).

    I'd probably say futures, but having said that if you haven't got the capital to trade futures I'd look to actually implement my system using spread bets/ CFDs (local laws notwithstanding, and taking appropriately conservative views about execution / spreads relative to futures).

  7. I am only into forex trading. I always control my greed before diving in for a pair of currencies offering higher leverage. I prefer to back-test the price action charts and the trading strategy on my demo account before implementing the same on a live trade.
  8. Nobert


    I don't know. Only you can find it out.

    I also think, that at the very least, two members that liked that link which i provided (post #4), might have some valuable insights.

    Would start by DM em.
    Last edited: Nov 22, 2021