Trading An Algorithm w/No Experience Putting Trades Through

Discussion in 'Trading' started by aucociscokid, Dec 16, 2015.

  1. Exactly....especially if you are only trading one strategy.
    Best to have a suite of strategies...that's the smart way to go.
     
    #21     Dec 17, 2015
  2. Today, where I am working, the cloud-based call center service went on the fritz.....most of the day.
    Many sales opportunities were lost - thousands of dollars....gone for now or lost forever.
     
    #22     Dec 17, 2015
  3. Sig

    Sig

    You can set up Quantopian to do exactly what you're looking for entirely for free. The only downside is you have to use IB (or Robinhood) as your broker for now.
     
    #23     Dec 18, 2015
  4. Interesting. Can you provide more details or some links ?
     
    #24     Dec 18, 2015
  5. Sig

    Sig

    www.quantopian.com is the link. Their underlying premise is to crowdsource algorithms for a hedge fund. You write your algorithms in Python using their platform, with access to minute bar data for any stock and a bunch of fundamental data, as well as the ability to import your own data. You can use it to backtest, paper trade going forward, or you can hook it up to a live or paper trade IB account. If you hook it up to a live IB account it will make actual live trades per your algorithm, and you have access to the data back on those trades as well as the current status of your account.
    It's not HFT, all trading happens on the minute bars, but that sounds fine for the OP. It is a pretty slick interface that's both easy to use and powerful. You do need to learn Python, which took me a couple days just messing around in the platform with a few google searches to figure out how to do some things. If you've never programmed before it will obviously take a bit more than that, but if you have any programming background at all you'll pick up what you need pretty fast.
    They've built their company around the idea that they'll never divulge the contents of your algorithm to anyone and won't be able to see it themselves unless you authorize them to. If you're paranoid you won't believe that, or anything else for that matter, and won't get to use their platform as a result, but in their case I think it's as strong an assurance as you're going to get.
    The price is right at free. They're a venture backed company that hopes to uncover undiscovered quants and put together a hedge fund based on their strategies where they'll make the money they need to support the platform. They may not succeed in that and then they'll go away, which is the risk you'd have to be aware of before sinking a bunch of money into setting up algorithms with them.
     
    #25     Dec 18, 2015
  6. Problem is:
    My strategies work with tick bars which are a superior (IMHO) measure of market movement.
    Perhaps the reason why many strats fail is they try to employe time bars which are problematic because of the "dead zones" that occur during the day.
     
    #26     Dec 18, 2015
  7. Sig

    Sig

    Quantopian probably isn't for you then, it isn't designed for that kind of algorithm, more like the type of algorithm the OP described. You can import your tick data, but it only runs your algorithm once a minute so that may not work for you.
     
    #27     Dec 18, 2015
  8. Exactly....
    and these seemingly "minor" restrictions actually make a big difference in performance of algos.

    To be successful in this game, everything has got to be "perfect":
    1) a good, non-correlated mix of algos
    2) streaming data in the correct bar type
    3) excellent risk management
    4) a good bet-sizing layover
    5) low commission rates
    6) robust and reliable programmable platform
    7) solid analytics/performance measurement tools

    Did I forget anything ?
     
    #28     Dec 18, 2015
    tradingcomputer and promagma like this.
  9. rmorse

    rmorse Sponsor

    Yes. Adequate capital.
     
    #29     Dec 18, 2015
  10. windwine

    windwine


    try quantconnect.com they are faster compared to quantopian and also free for backtest.
     
    #30     Dec 18, 2015