Whats your strategy development process?

Discussion in 'Strategy Development' started by pisco, Apr 18, 2013.

  1. pisco

    pisco

    Hi guys,

    I am new to trading and i was wondering if you follow a specific process to develop your strategy? Is there a general process to develop a strategy?

    I really appreciate your reply!
     
  2. dom993

    dom993

    Take a look at Robert Pardo 2nd edition : The Evaluation & Optimization of Trading Strategies.

    A decent read for someone just starting with ATS.
     
  3. 1. Read academic literature for ideas
    2. Make Matlab prototype
    3. Back test
    4. Forward test
    5. Paper trade
    6. Adjust
    7. Repeat 2-6 like 100 times
    8. Go live