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  1. fan27

    New approach for testing algorithmic trading strategies

    Not all feature combinations, just ones configured by the user. In the example I provided, strategies are first discovered and tested on in sample data. The filtered strategies are then tested on out of sample data and filtered again. In practice, I split the data up into three slices that...
  2. fan27

    Am I poor?

    A majority of well paid Americans could not quit their jobs for a year and live off of savings. Could you quit your job and live off of savings for three or six months? It is amazing how much you can get done when you don't have meetings and all the other hoops to jump through that is part of...
  3. fan27

    New approach for testing algorithmic trading strategies

    Sounds like some interesting features! I have a lot of ideas for the product. For example, it would be cool to add meta data to indicators and data and the platform would know how to test the indicator/data based on its meta data. Then it would just be a matter of feeding the system new...
  4. fan27

    New approach for testing algorithmic trading strategies

    Thanks for the info Mark! The SDK portion of my platform can support any time-frame (multiple time-frames in a strategy) though the component I am currently using to parse OHLCV data supports 1 minute and above. And yes, being able to filter out strategies on the fly is a huge time saver for...
  5. fan27

    New approach for testing algorithmic trading strategies

    I created a document (attached to post) describing the platform I am currently building (C# .NET Core) to improve the process of finding profitable algorithmic strategies as described in the thread Removing the Golden Handcuffs. Feedback appreciated. New Approach for Testing Algorithmic...
  6. fan27

    Removing the golden handcuffs

    No worries. Anything trading related is welcome here.
  7. fan27

    Removing the golden handcuffs

    I agree in that a quant is not going to be able to find big market inefficiencies that occur regularly and are highly profitable over time. However, being able to find numerous modest inefficiencies that occur semi regularly seems doable. For example, having a hundred strategies over numerous...
  8. fan27

    Removing the golden handcuffs

    Good points...but dealing with more real world numbers. Trading Only $100,000 trading account 25% annual return. Year 1: $100,000 + $25,000 return - $60,000 (living expenses) = $65,000 Year 2: $65,000 + $16,250 return - $60,000 (living expenses) = $21,250 .......... Trading and Software sales...
  9. fan27

    master Python programmer?

    I might know a guy who I used to work with who could help. He is an algo trader and has extensive knowledge in C++ and python. He is working for ChinaSoft and here is what he is working on. Let me know if you would like me to reach out to him. • Member of a specialized technical team that...
  10. fan27

    Removing the golden handcuffs

    I will not be selling my strategies that I find with the platform. I will though be licensing the platform and offering accompanying professional services. If I had a 7 figure trading account I would likely just use the technology for myself. Until I do, I have a family to feed.
  11. fan27

    Team programming for better algo-trading results

    What technology stack are you currently using and what is your programming background?
  12. fan27

    how do i hire a backtester?

    Just remember....ABC (Always Be Closing).
  13. fan27

    Removing the golden handcuffs

    I have a had a good second week working on my project. I found lots of strategies that would perform well over a particular slice of the time series only to falter on another slice. So far I have found about 15 intra-day ES strategies worth trading. These 15 strategies were found and tested...
  14. fan27

    Is This What ET Has Become?

    While agree that sharing knowledge is a good thing, I share the OP's sentiment about the sometimes laziness in which help is asked for. It is one thing for a poster to demonstrate that they have at least attempted to figure something out on their own or put in some upfront effort. If I see...
  15. fan27

    Go for manual or automated trading simulation?

    I recommend you reach out to the Earn2Trade guys on this forum. Presumably they have some tools which they use to help teach people to trade. They might be in a good position to offer feedback on your product.
  16. fan27

    This sad, embarrassing wreck of a man

    Actually, I think it landed him a job on MSNBC with his pal Bill Kristol.
  17. fan27

    How much can a retail algo trader expect to earn?

    Depends on the performance of and capital deployed to your algos.
  18. fan27

    Trump Calls Off Cold War II

    That is quite the claim by Putin that $400 million went to Clinton with the aid of our intelligence community. Why would Browder give Clinton $400 million? Without actual proof, I don't believe this or that Trump has been compromised by Putin.
  19. fan27

    Trump Calls Off Cold War II

    I can't say one way or the other if Trump has been compromised. Sure, it's possible. If he has been, I would expect a lot more than a summit with Putin in which Putin was given nothing except for some good PR. It is also a possibility that Trump really believes or intelligence and political...
  20. fan27

    Trump Calls Off Cold War II

    http://www.wnd.com/2018/07/trump-calls-off-cold-war-ii/ By Patrick J. Buchanan Beginning his joint press conference with Vladimir Putin, President Trump declared that U.S. relations with Russia have “never been worse.” He then added pointedly, that just changed “about four hours ago.” It...
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