Trading Strategy Database

Discussion in 'Data Sets and Feeds' started by strategydb, Jul 23, 2010.

  1. I'm just trying to find out of traders are interested in using a trading strategy database?
     
  2. Many are interested for doing the opposite of what these strategies suggest.
     
  3. And exactly what are you saying that the these strategies suggest?

    A trading strategy database is meant to assist with the following:

    Searching for trading strategy information should be easy, but still powerful.

    It helps one transfer trading strategy information into analytics
    more quickly = speed to market = a better potential starting point.

    Traders should be able to access better data mining, and more trading strategy intelligence.

    The database is meant to save hundreds of man hours in back-testing, that's hundreds!!!

    The database may reveal some hidden profit potential that resides within your trading platform strategy library.

    Best regards,
    strategydb
     
  4. Why do you need a database of strategies? I think that I am mis-understanding your question here but all you should really need is a database for the underlying instruments and then you can easily construct the strategy (spread, butterfly, etc.) from the underlying instruments. With this being said you can do this all in code that is external to the database via some .NET of SQLish goo. Within this code, you could embed things such as back-testing and entry/exit points. Does this make sense to you?
     
  5. To Henderson,

    Thank you for your response.

    And, I apologize. My original question assumed that "trading strategy database" would be understand.

    My usage for trading strategy database is to take multiple symbols and backtest multiple trading strategies on multiple time-frames (bar intervals) and then dump the performance summaries into a database.

    Then, the database would be searchable and sortable, making use of the performance summaries' statistics. Datamining is then possible.

    Basically, rather than to model your own trading strategy or algorithms, take whats already being offered right within your own trading platform, and mine it for possibilities.

    It's best to know what hypothetically demonstrates a profit and equally important to know what demonstrates a loss; not to mention other performance measures.

    There are many more uses for this type of database. I hope this helps to clarfiy the type of TS database I am taling about.

    BTW I know many shops that are heading in this direction. For example, Bloomberg already has the beginnings of one on their terminal.

    I can provide the URL to mine web based version but I am not here to market it, rather introduce the idea and get feedback, arguements and the pros and cons, simply to brainstorm it.

    Best regards,
    strategydb.