I don't disagree. Seems like the only realistic thing to do is to prove out my technology via actual trading results and then see what avenues of opportunity open up.
I might open source portions of it. For example, my package for loading market data is currently available:
https://github.com/fasterbull/marketdata
I might also make available the backtest package I am currently working on. Will keep you posted.
@IAS_LLC is correct. Ideally I would like to start a hedge fund around the technology I am developing. Getting the software to a polished state that could be sold to end users would dramatically increase development costs. That being said, I am open to that idea.
That makes sense. I would be more than willing to pay to outsource portions of the development. The challenge would be finding someone that could actually do the work without me having to spec everything out everything which would likely take as much time as me doing the work myself.
I totally agree. The presentation will obviously need to differentiate the technology from currently available alternatives. In a situation like this, would a hedge fund already need to be established to attract investors?
Later this month I will have completed my machine learning research platform proof of concept. It is written in Golang and supports multiple time-frames, is easily extended and super fast. It is designed to use different feature combinations to find trade-able patterns. I have developed...
I don't have a lot of experience with ML or AI. That being said, the new backtesting platform I am building in Golang does use some supervised learning techniques. My goal is to be able to have an hypothesis which will include which features may represent a pattern, and then the system will go...
Thanks for the post @Simples. The example I posted would require 8191 combinations. If each combination can be done in about 2 seconds on my laptop then that would be 5 hours. I will do some benchmarks on my laptop. I think my approach is valid as it can scale across multiple computers. With...
Excellent research..thanks for sharing!
I am a newbie when it comes to ML. I am currently re-writing my backtest engine and here is what I am going to be able to do. Feedback welcomed.
Let's say I am interested in a strategy that buys an oversold stock or ETF and expects a bounce. For this...
Of those people who pass the combine and become funded, what is the average duration of remaining funded? I assume once you get the funded you have to maintain the drawdown requirement or you lose funding, correct?
thanks
fan27
Perhaps it is ignorance on my part, but not being able to have more than a 3% drawdown seems extremely challenging. You may be right but I would be interested in seeing evidence backing up your assertion.
fan27
Your service looks interesting. The max drawdown for $150,000 is $4500 which is 3%. That is a very small drawdown! That seems nearly impossible to maintain for an extended period of time.
fan27