Whats your strategy development process?

Discussion in 'Strategy Building' 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!
     
    #1     Apr 18, 2013
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  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.
     
    #2     Apr 20, 2013
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  3. QuantWizard

    QuantWizard

    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
     
    #3     Apr 25, 2013
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