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Thanks for your long reply! Yep, I searched through the strategy forum. But my question does not go into the direction of finding the holy grade, but I am looking for a good starting point for long-term strategy creation. From your experience, can you recommend a particular thread/post? (might...

Hello guys, I am researching strategies that work on a longer timeframe.(weeks to months) I currently came across tactical/strategic portfolio allocation techniques, which gain their edge by diversifing the portfolio. Any other methods/strategies that provide a long term edge?(Does stat arb...

Thx for your reply. But what is actually meant by the 50% confidence level? Is it a sample of 50.000 trades of the 100.000 and taking from the 50.000 trades all winners and losers? Appreciate your reply!

At the 50% level 70% of the trades are winners +3,500 and 30% of trades are losers -1,500 so the net is +2,000. Can anybody explain this? I do not get it. When I have for example 100.000 sets of 10 trades each. For example, for 5 trade iterations: Then I sum up each column and get the...

What is the name of this software? Appreciate your reply!

Hello guys, Any recommendations for tutorials/threads how to implement a backtest in R? I really appreciate your answer! PS.: Please also share your experience if you have tried it before would love to hear your opinion about backtesting in R!

Any resource suggestions about backtesting a strategy?

Ok. Thx for your answer! Which research paper can you recommend? Would be glad if you have any clear recommendations to read!

Thx a lot guys for your answers! Besides trend following, which other basis of systems would your recommend? Mean reversion?

Thx a lot for your answer! Pretty deep stuff!!! If I am considering market operation as the underlying mechanics to lay out a trend follower, doesn`t this also raise the question which assets are traded. For example, I think it would be pretty hard to trade forex, cause the narrower a market is...

Hello, I have read a lot about trend following and some strategies. As we all know trend followers, for me the key to a good trend following system is to find a strong trend in historical data and hope for it to come again. However, I was wondering if there is a generic structure in trend...

Hello guys, I heard a lot of good things about R(for example the extense amount of packages) and want to consider it as a backtesting plattform for trading ideas. Therefore my questions to you are: Do you use R statistics? Whats your backtesting process, which packages are you using...

Hello lescor, I have read the whole thread and have just two questions to you: 1. What is an edge for you? How do you measure it? When developing a strategy, a strategy like trading random could lead to a profit. If you are lucky you get constant returns from this strategy(just as an...

Hello guys, I am at the beginning of my trading journey and i was wondering it strategies could be grouped Info different categories?(like Trend following system ect.) In which trading categories can strategies be grouped? I appreciate your answer!

Can you recommend any java libary?

Hi guys, I am new to trading and i was wondering if you follow a specific process to develop your strategy? Is there a general process to develop a strategy? I really appreciate your reply!

@gmst Can you recommend some readings/tutorials/methods ect. @all What do you think about pairtradefinder.com?

Hey guys, I want to implement a R script which gives me automatically pairs to trade. Is there a ready made script or do you know any good tutorials? How would you do that(would you use the Dick Fuller Test and run it over all 75000 yahoo symbols for example?) I really appreciate your...

Hey guys, I read in that thread from John Fawcrett about the idea that the algorithm selects the stock. https://www.quantopian.com/posts/multi-sid-example-algorithm-w-slash-spy-only Howeverm do you now anything about that topic it seems pretty interesting to me! Thx in advance

Hey guys, I am a complete newbie in the trading buisness. I can code, so my goal for the next months will be to code a automated trading system. BUT I really do not know where to start, therefore my question is can you recommend some tutorials/books/pdfs/links/courses ect. for how to...