Team programming for better algo-trading results

Discussion in 'Hook Up' started by Trade Prophet, Jul 21, 2018.

  1. runtrader

    runtrader

    Sounds good in theory. In practice however, each individual will be motivated by their own needs.

    For example, my idea of a trading system is probably completely different to what you think a trading system is. It's not right or wrong, just different. It's like getting a team together to build a car. Everyone has a different idea to what a car is. If we work together to build a car we'll build something that is poor at a specific types of challenges faced by a car but instead is a generic car. That's why I prefer to build something specific for a very specific need, i.e. a specific set of tools to solve a specific set of problems. If built correctly, there will be overlaps into other types of trading systems.

    To summerise, its an admirable goal and I'd be happy to chat more to see how it progresses.
     
    #11     Jul 22, 2018
  2. MarkBrown

    MarkBrown

    i have algo's running out my ears so i need to know where your at after four years of work on your own?

    i understand you want a team and that's it pretty impossible on your own i've been there. but at what level are you at? have you determined a list of what you need to make this happen? to be a good systems developer you need to be a good note taker and planner / project manager.
     
    #12     Jul 22, 2018
  3. I understand and agree,
    Here is what I have so far and what I want to develop, I have a working framework based on backtrader.com, python trading end of day stocks in the US markets, it still needs more features and strategies
     
    #13     Jul 23, 2018
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    #14     Jul 23, 2018
  5. This is precisely my point, no matter where I am, I think that together is better,
    I have been trading my own capital since 2013 with software that I have developed for backtesting and live trading (C++), moved to backtrader.com about 6 months ago so I may use python and some of the new machine learning repos, and I think it was a good move,
    My strategies are doing fine but I'm looking for group so we can all be better.
     
    #15     Jul 23, 2018
  6. MarkBrown

    MarkBrown

    ok see i had no idea you were anything but maybe a upstart that had no models at all. how would anyone assses their commitment level. usually people who want to be in a group have nothing and they want to just steal what they can from the best in the group. group development has to be reciprocal, to do that you need guys who are evenly talented and can actually benefit from one another.
     
    #16     Jul 23, 2018
    931 likes this.
  7. So, after we all expressed our opinions regarding team work, who is interested in taking this to a more practical step, join the project and develop end of day, equities US market strategies?
     
    #17     Jul 24, 2018
  8. helix

    helix

    I am in :)
     
    #18     Jul 24, 2018
    Trade Prophet and MarkBrown like this.
  9. runtrader

    runtrader

    Programming is the easy part, the hard part is having a theory. Then verifying that theory, in a controlled manner, avoiding common pitfalls like survivorship basis, bad data, overfitting, liquidity constraints. Then applying good practices like including trading costs, diversification, risk management. Be prepared to have your theories debunked and thrown away, this is the learning curve. Out of this cycle will emerge a set of best practices and tools you can utilise to quickly verify ideas.

    So the question is. Are you looking for ideas, or do you have ideas and you'd like to calibrate with others in order to verify these ideas?
     
    #19     Jul 25, 2018
    Trade Prophet and MarkBrown like this.
  10. MarkBrown

    MarkBrown

    op says he has has strategies that are doing just fine so he wants to know are you in or out, no other discussion welcomed.
     
    #20     Jul 25, 2018