Search results

Leveraged ETFs are not meant to be bought and held. The fees and structure of how they work will not be anywhere near 2 x the performance of whatever the ETF it is based on.

Picture this...the market has a down year. During the same year, you are an up and coming active fund manager who just had a positive year with minimal draw down. I would venture to guess you would be getting plenty of business.

How about using your geographical location to your advantage. Assuming you know other software developers, why not start a software consulting company servicing high cost markets such as the United States. It could start as a small operation and a side job. This venture would require very...

Of course it is. An algorithm is basically a set of instructions. There is nothing magical about one algorithm creating another.

I find some EOD strategies perform better when price is above the 200 ma. Others perform better when price is below it.

That is crazy. The tech market in the US is going crazy. I constantly have recruiters messaging me on LinkedIn and they are making $20k per placement.

You immediately pray that you are in a location where you can at least partially understand and speak the language. Next, find some clothes so that you can at least attempt to blend in. This is all in hopes to avoid getting burned at the stake or some other painful death for being a demon sent...

I have interviewed numerous candidates for positions at the company I work for and what separates the people who get offers and those that don't is the ability to talk in detail about the projects the candidates have worked on. That includes knowing pieces of the stack in detail that they might...

You could calculate a moving average of volume and only take trades above the moving average.

I find Jack's writings/strategy interesting but it is a bit too complex for me to follow. I am a systematic trader and any strategy I trade needs to be defined in code. If you could convert Jacks's "system" to a set of rules I would be happy to code it and backtest it.

Jack lives on through WchPl! Nice work!!

In this example, imagine there has been an uptick in parking lot density while wall street is predicting another down quarter for sales and your algo has already identified a correlation between store sales and parking lot density. That info could be a competitive advantage in terms of trading...

Note that you had to manually code the rules for your strategy above. Machine learning can semi-automate the generation of those rules (supervised learning) or fully automate the generation of the rules as can be the case in unsupervised/deep learning.

There are different flavors of ML/AI, mainly supervised and unsupervised learning. Unsupervised learning is typical of deep learning algos that determine patterns without need of user input. Where as in supervised learning, the user provides the features and the algo determines which feature...

Correct. Strategies performing well on one group of ETFs is likely to perform well on another group because most of the ETFs are based on stock performance which share similar characteristics. Making it a two step process though does separate training data from out of sample data and improves...

I use ML in such away that each strategy candidate has to pass a filter of a win rate of 75% where the stop and profit targets are set at 2 x the Average True Range (14). The strategy candidates are tested on a small group of ETFs and all of those that pass the filter are then run on a larger...

As I see you it, you have a couple of options given your current approach. A. Sim trade your current strategy and see for yourself that it will not consistently make profits. B. Trade your strategy with real money and likely slowly (or quickly) bleed your account. In either case you will...

Sorry for your loss. Hope you are able to keep the journal going.

If you trade algorithmically and live in the Tampa, FL area, hit me up. I have been building software for about 20 years and am currently building a Machine Learning platform in C# for algo discovery. Would be cool to unplug and meet with other like minded individuals.

You should hook up with Anton Kreil. He lives in Singapore.