Discussion in 'Strategy Development' started by pursuit, Oct 17, 2017.
Haha. This is why this forum is shit. There is no incentive to share absolutely anything of value.
As a side question, do you believe that your back-testing/optimization methods are a part of your alpha? I have definitely found it not to be the case for myself and most people I’ve spoken to.
In my case, they are.
is this forum about choosing the best broker and data feeds
It depends what you're optimising.
Interesting. The only professional traders/PMs I know that have been fairly secretive about that process (rightly so) are HFT guys - it's clearly a tricky topic for them and smart ways can contribute a fair bit. Definitely my strategy pipeline is not a part of my alpha, it's merely a tool.
Well, let's not touch execution-type stuff (that's a separate question) but things like hysteresis bounds etc.
You'll get out of this forum what you put into it.
That is your first nickel-worth of free advice. You have two more in queue. Do not squander them.
I'm not HFT...at most two trades per day. The algo will hold if it thinks the instrument is in a trend.
Not as secretive as I probably should be. It's not that I believe I've found the holy grail, but I certainly won't entertain trolls/manipulators/asholes--even if it were concerning information I have no problem discussing.
I actually wish I could talk about it completely...but of course, that wouldn't be smart.
You have an algo that thinks? Fascinating.
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