Nooby McNoob becomes a quant

Discussion in 'Journals' started by nooby_mcnoob, Mar 24, 2017.

  1. sle

    sle

    You should have a standard expectation that results of live trading are going to be significantly worse then your back test results.
     
    #51     Mar 26, 2017
    nooby_mcnoob likes this.
  2. No doubt, and if his models revolve around smaller capacity instruments you can subtract 1/2 the potential. It's hard to build a good forecasting model around retracements, so he should plan on chasing breakouts above offer. Basically bending over backwards on a daily basis, or get bombarded with unfilled orders.
     
    #52     Mar 26, 2017
  3. algofy

    algofy

    Not if you test correctly and have a large sample size.
     
    #53     Mar 26, 2017
  4. Another site you may not have come across that is worth looking at is quantstart.com

    GAT
     
    #54     Mar 26, 2017
    aex likes this.
  5. algofy

    algofy

    I know quantopian only allows equities and 1 min historical data. Do you know if this link provides lower granular data and futures market?
     
    #55     Mar 26, 2017
  6. Thanks for the link, it looks very interesting. How does he fund ongoing content?
     
    #56     Mar 26, 2017
  7. algofy

    algofy

    Dear lord...guy peddling ebooks. This industry is insane.
     
    #57     Mar 26, 2017
  8. sle

    sle

    Well, it's the right way - sell them shovels, don't go digging yourself
     
    #58     Mar 26, 2017
    nooby_mcnoob likes this.
  9. algofy

    algofy

    Haha, I agree. I need to stop digging, lol.
     
    #59     Mar 26, 2017
  10. No it's purely an educational site

    GAT
     
    #60     Mar 27, 2017