New approach for testing algorithmic trading strategies

Discussion in 'App Development' started by fan27, Jul 22, 2018.

  1. alfa8

    alfa8

    fan27: is your aim to sell the product or to trade your own systems?

    selling this type of product may not give you good returns. the client base is so small
     
    #21     Jul 31, 2018
  2. fan27

    fan27

    Both. Finding profitable algorithmic trading strategies is not easy. Once found, managing those strategies performance and combining them in an uncorrelated portfolio of strategies is also challenging. What makes you say the market for a solution that helps to solve those problems is small?
     
    #22     Jul 31, 2018
  3. I understand that you are working on optimizing your system to save processing time.
    this is nice things but what is your point of the thread?!
     
    #23     Aug 25, 2018
  4. fan27

    fan27

    The purpose of the thread was to communicate to other members specific details as to what I have been working on and get feedback.
     
    #24     Aug 25, 2018
  5. Son of a b**^^K$HH... this thread has unread messages and I didn't get a notification, this forum ('s software) sucks!

    I'm kidding :p Anyways, I usually get a notification if I posted a message on some thread and that thread has activity on it.
     
    #25     Aug 27, 2018
  6. I'm actually a fan of Fan27, not that that means anything. We had some private conversations but don't worry, it's the same stuff basically that's said in the open. So I'm gonna take the liberty of carrying this further in the open, hoping I'm not hurting anyone's career (albeit I can't vouch the same guarantee for their feeling).

    So some guys on this forum who aren't no more in their prime years (I'm neither, being in my 40s), seem to have a genuine interest in finance. Their problem as mine some 15 years ago was that they never ACTUALLY WORKED IN FINANCE so really really guys, you've absolutely no fucking idea who or what you're dealing with.

    You're smart and think you know or can know everything, thus the idiotic sales points you're giving me when I'm asking if your primitive stocks trading system does support options. NO PROBLEM you say, not at the moment but options are just one configuration setting away, you just have to add them besides from stocks and you got them, afterall they're more or less the same thing. Well, this is the moment where YOU'VE ABSOLUTELY NO FUCKING IDEA starts from. LIKE NO FUCKING CLUE.

    I'm not holding ignorance against you though as long as you're aware you're missing something (like 12+ years doing market making, risk management, data cleansing, position keeping, reconciliation and overall hard, ruthless math) and are willing to learn. I'm obviously missing something too since 12 years of this shit are not enough either to displace the incumbents (Goldman Sachs, JP Morgan, City Bank and a plethora of other names whose capitalization make Google look like some poor 3rd world peasant) or at least get a job at their competitors and by God, the laws of physics say there should be aplenty of them, only where I live it's only THE CORPORATIONS who are hiring or noone else. And obviously they won't hire you to compete against themselves if they're smart enough to realize who you are or else if you happen to make it inside don't ever expect a promotion to a role where you may actually start to be able to be making a difference.

    So in all, my 40+ years of experience (plus my last 200 years of continuous successes on top of my 800+ years of recorded history after the Mongols burned down all the previous existing records and invented genocide, and overall living in an area who's seen all and done everything), well they not only not ensure I've a path to walk in the near future (get a fucking job if I quit or I'm fired from the current one), least expect I may actually have the nerve to demand choosing a job that I like (math instead of stupid peasant "bio" food - by the way it's bio because we piss on it prior to serving it to you) or one that God forbid may not just bring me another day (albeit at the taxation level I'm living in it took me 20 years of work to buy one so you do the math) but a whole different Universe: space ships, cyborgs (not the Star Trek BORG peasants but genetically engineered highly intelligent humans who live longer and don't succumb to the first 2000 flu attacks and 20 falls on their head).

    So overall here are my lessons so far:

    1) Nobody's going to do it for you.
    2) If you ain't got no alternatives, you ain't gonna do it either.
    3) We (EU and our aborted sister) should stop calling us names and try envisioning what we all know, that if we're to have a path it's gotta be a common one.
    4) So
     
    #26     Aug 27, 2018
  7. fan27

    fan27

    No feelings or careers hurt Aquarians. I appreciate your posts.

    I'll be the first to admit that I am no options expert. That being said, I have built my platform so that complex logic/processing is done external to the platform and my platform can consume the output of said processing. I am not trying to build a platform that can do everything as that is fools errand. My primary concern is to solve my problems and I am doing that. My theory is that I have similar problems as other traders. I expect to be live trading within a couple months and then we can argue over my live equity curve ;)
     
    #27     Aug 27, 2018
  8. Yeah, that sometimes happens. It usually means that the software thinks it sent you a notification but you didn't visit the thread. I've noticed that in such cases it might help to unsubscribe from the thread and then re-subscribe to it. That might somehow "reset" the site's notification software.
     
    #28     Aug 28, 2018
  9. bogitrade

    bogitrade

    No one did because it is a silly thing to do. There are countless combinations of strategies that could accomplish that and choosing any one of those is the definition of bias and over-fitting. Someone also mentioned some software that does this with free trials. Now imagine why that person is sooooooo naive. If you could make money with a 30-day trial of a naive GP program you'd hear the stories of success every single day of the week. Btw I tried just from curiosity and it is one of the most naive softwares I have ever seen. Obviously some people should not be posting in trading forums because they are too silly.
     
    #29     Nov 10, 2018
  10. henry76

    henry76

    I don't believe the mkt would be small , certainly not in dollar terms
     
    #30     Nov 11, 2018