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What if you had one strategy that you used for pairs, fundamentals aside (for arguments sake let's say they are all similar in that sense), but you had a list of 5000 pairs. You can't trade them all, so how do you determine which you would trade given profitability statistics?

It's a hypothetical question, trying to discern what you consider to be most important factor when picking pairs to trade. Assume you had 30 pairs, traded them all the same way, and the statistics for each (net profit, avg profit, etc...), and no fundamental background for the pairs, just the...

A question for people who trade pairs...let's say you have a list of 30 pairs that you have been watching and they are all profitable (within your trading strategy), but you want to pick the 5 best to trade. What would you use as a gauge to determine which are the best? Overall Net profit...

Vince, pretty confused as to what all those numbers mean...can you help explain what I would need to do to calculate it your way? I have also been reading about how these ratios in general are not a good indication for intraday traders that are leveraged a lot more than 100:1. If I make 250k...

What do you typically use as the risk free rate of return...the interest rate available in a money market account?

Can someone help me with what I need to do with my data to get the numbers required to calculate the sharpe/sortino?

Didn't answer my question, but thanks for the input.

Ok let's try this again: System 1 TOTAL PROFIT $154,626 AVERAGE/TRADE $57 MEDIAN/TRADE $58 WIN 1632 LOSE 1068 WIN % 60% AVG WIN $220 AVG LOSS -$192 WIN/LOSS[abs value] 1.15 TOTAL BUYING POWER REQD $55,000,000 RETURN (profit/capital used) 0.29% StdDev of the trades $294 System 2...

Thanks Brandon...but looking for something more statistical and not discretionary.

Working with my current trading strategy and trying to optimize the system. Assuming there is one variable that can directly affect the number of trades, profit/loss, which is most important to you and why? For ex. (just to clear up) Let's say if 1x was used as the variable the results were...

Tom...thanks for the input. Jango...you are right, I don't need trained workers or traders to help partake in this. The thing is, I have the friends/resources/warm bodies who I can get together to handle the actual trade execution....but b/c the strategy is looking at so many symbols, by...

This is not an OO-esque system, and I am sure you would understand the basic concept of what was going on, but you would definitely not be able to figure out the precise details that trigger a trade. I am not placing hundreds of pre-market orders to be potentially filled, the trades are executed...

I work prop currently, but have been working on an extensive trading strategy that is so large I cannot handle it on my own. Just too many symbols to look at. In theory, I would like to hire on 4-5 other traders to trade the system with me (ex I handle symbols A-F, another trader F-K, etc...)...

I trade prop with Assent and use Anvil platform and eSignal charts. My question is, how can I automate this: List of 100 stocks, based on NYSE specialist opening price (not ecn): Stock gaps up >3% ->Sell immediately Stock gaps down <3% ->Buy immediately Obviously this is just an...