Recent content by Amos.davis

Everyone can make money in the short term, but losing money in the long term is inevitable

Minimum Standards

Usually when it is a disagreement, we who are doing quantitativer must define the concept. The stable profit comparison object is the benchmark "risk-free rate" of the same period.

It is not that simple. Backtesting may "cater" to the market. So professionals will propose "double-blind" testing to prevent this. Blind selection of time periods ； Blind selection main contracts. This harsh destructive test must be carried out. This is just the first step...

This is a profound topic. The "effectiveness" of a strategy must be defined. If it is a tick strategy for intraday trading, it can make money in half a year. There are 500,000 automated strategies in the world. There are 1,000 strategies that can make money in 1 year. There are 100 strategies...

I don't intend to argue, this is not a court, What I want to say is: we know there are many scammers here, our purpose is not to identify scammers, but to find 1% of valuable information or partners, it's like the market, we know there are many temptations and traps, What we need to find is...

Do automated strategies that can generate consistent profits really exist? value ? Some say it doesn't exist,//also correct. After all, 99.9999% of strategies are losing money and are rubbish. Automation will only accelerate the loss of money. Some say if it existed it would be an ATM machine...

Each of us thinks that we are smart before entering the market, which is an assumed premise, but this is an illusion,

In the long term of 10-20 years, “no one can beat the market” including the best fund managers on Wall Street, including Buffett, who is essentially an over-the-counter trader (relying on corporate financial mergers and resets). Why? This is a profound question. At least it can be said that...

I never hurt my friends first, this is my principle, but our ideas are inconsistent. He may think that "individuals still have a chance to beat the market."

Start looking for partner again // Only one person, and put new restrictions First, you must have： 1. You have quantitative thinking and have given up the idea of subjective trading // If you are still trying manual trading, please don’t join me 2. Aged over 40, futures trading for at least 5...

I have found a partner and don't need anymore. Please don't bother me. Thanks

Ib's data source, can you find anything?

No, I am not a high-frequency trader, but I rely on the most authentic ticks. I am still looking for this data source. After a lot of testing and comparison, I concluded that IB's data source is not professional enough. Your money is in your pocket. As long as you are not stupid, no one...