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  1. fan27

    Adventures in Automation

    With FasterQuant, it is trivial to execute a backtest X number of times and my backtest component can take a collection array indexes which map to a point in time in the data series where each index will be used as an entry signal. This makes it very easy to randomize the entry indexes and test...
  2. fan27

    Adventures in Automation

    What platform are you currently using for backtesting? I will try and give you some ideas based on the answer.
  3. fan27

    Backtesting AlgoTerminal With Different Date After Optimization

    The performance screen you are looking at allows you to analyze date range slices of the current backtest so the warning message you see makes sense. I have not used the AlgoTerminal Optimization feature but I would think you would want to optimize on a slice of data and use the "optimal"...
  4. fan27

    What were your lowest moments?

    Good way to keep trading in perspective.
  5. fan27

    What were your lowest moments?

    Drew down TO 5% of starting capital or drew down 5% OF starting capital (i.e. You had $500 or $9500 remaining)?
  6. fan27

    LOST

    Perhaps put 1000£ into some sort of retirement account and allocate 500£ towards an active trading account each month. Study the markets in your spare time and get established with your career. Sounds like you have a bright future ahead of you!
  7. fan27

    How long did you take to make money

    What is your coding background?
  8. fan27

    Interview on Monday

    I had a friend phone interview with Amazon and they tell you the names of the people who will be interviewing you. My friend did some research on the people and found a photo online of one of the interviewers drunk at a party. As the interview began with introductions, my friend told the...
  9. fan27

    Serious Question

    There is plenty of low hanging fruit with equity index futures (ES, NQ, YM, etc) using 15 min, 30 min and hourly time frames while using higher time frames for additional filters. Not too hard to automate either.
  10. fan27

    Anyone using Lambda?

    Sounds interesting. I use Lambda for sending trade event information to my various Slack channels. The documentation is not complete yet, but here is the repo. https://github.com/fasterquant/cloudwatch-logs-to-slack Is there a REST API for MetaTrader?
  11. fan27

    Serious Question

    Here is one of the "idiots" you speak of.
  12. fan27

    Serious Question

    Trade with real money (get a track record), start a journal on this site and make sure you have a tight LinkedIn profile. I have done those three but also have the advantage of having a substantial career in tech in addition to having a quant related product offering and have been contacted by...
  13. fan27

    New Quinnipiac poll has Trump losing by double digits to 4 democrats.Biden by 16 points Bernie by 14

    None of the Dem candidates has yet to experience hundreds of millions of dollars worth of negative campaign ads focused against them. I am not saying Trump is not vulnerable, but Sanders would be absolutely destroyed in a general election against Trump. If Warren can moderate a bit, I think...
  14. fan27

    advice for equities startup

    Having a full time software engineer on the payroll may not be necessary in the beginning. Really, you need a software solution which can execute and manage your trades and someone who can operate the software and handle the other items you mentioned ("daily checks and reconciliation and...
  15. fan27

    advice for equities startup

    I have been writing code for quite awhile and here is how I would tackle this problem. Given that you already have a solution that will tell you what and how much to buy, you simply need a solution that can take a list of symbols and quantities and execute the orders with your broker. This...
  16. fan27

    Gillette: Get Woke, Go Broke

    I thought the commercial was lame but my bald head still demands the Mach 3.
  17. fan27

    Adventures in Automation

    Equity Index futures (ES, NQ and YM).
  18. fan27

    Adventures in Automation

    Deployed a new strategy portfolio this morning (92 Long strategies and 4 Short strategies). I will continue adding new short strategies to the mix.
  19. fan27

    Biden 2020

    Right on cue :)
  20. fan27

    Biden 2020

    Yet Biden seems elderly while Trump does not.
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