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If what you currently have meets your requirements, then look no further. However, if you need to trade a portfolio of strategies where the strategy count could be in the hundreds you will quickly find the platforms you mentioned to be insufficient.

Agreed. @Danielbanker, what is the backtest date range?

Waiting for the movie.

I should have a prototype done sometime next week. Will create a short video and post it.

Some gems there...and happy to see I "made the cut"!

I am hesitant to make a recommendation because I don't know your situation. I am currently working on a "no code" add-on for AlgoTerminal, but depending on your account size, you might be better off with something like Build Alpha and using one of the retail platforms it integrates with.

Perhaps, but you might be crying to Santa if we have a melt up between now and Christmas.

Exit 3 YM at 27356 +$1367.7 Note...in my previous post, I had the stop and limit orders backward. They are corrected up above.

Short

Thanks...the gain is YTD. Only up slightly for October. To see how I am coming up with the exit criteria including the number of bars to hold before exit, watch the portfolio-optimization video here: https://www.fasterquant.com/product/video-tutorials/

YTD results. Let's see if the S&P500 can catch up.

Still need to post October results...will do that later. In the meantime. Short 3 YM contracts at 27448 for 10 min bar strategy Trailing stop at 27356 Limit at 27561 Exit after 45 bars

Agreed. $150k of that estimate is from non trading activities (day job and side contracts) which is much more predictable than trading profits. So let's say $150 to $250k.

Look forward to seeing some videos of groups of young black men lawfully walking down the street with AR15s strapped to their back.

My trading and project have been a resounding success. Up 30% YTD. Trading will continue while I am working a day gig...should be pulling in over $200,000 per year shortly.

I think you meant to say Han Solo.

I think it really depends on the type of trading that is occurring. Super low latency requirements for HFT are going to require a massive amount more infrastructure than running lower frequency strategies. I know a guy who runs a fully systematic FX hedge fund and it is a two man operation and...

Interesting read, but I don't see why a startup fund couldn't just have one or maybe two people handling all of the tech including quant work, devops, data management, etc. Now if we are talking true HFT, that would likely require more staff.

That is a fantastic video! OP....watch this ^^^^^, leave this site and never come back!! :)

Good points, and I would add to avoid the financial space altogether in terms of employment. The OP's profile states that he is in LA and there is actually a decent tech scene there. OP, get a job and learn how a pro software shop operates. Don't work for a company where IT is the cost...