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Thanks for the responses, I will continue to work through Machine Learning for Algorithmic Trading by Stefan Jansen to uncover more insights.

I'm working through a book on ML trading and there's a concept I don't understand. What does optimal training data for an ML trading model look like? Would it consist of just OHLCV values? Wouldn't you have to train the model on data that shows profit, since that is the ultimate goal of...

Not at the moment. I used to use Drakdoo when I was using specific systems. I am making more discretionary decisions now so I don't have specific things to look for when I am screening. However I am willing to explore screeners if you think they would help, do you have any suggestions?

I thought so! However, a. I watch other traders stream and no one else seems to focus on non-correlated pairs. Why is that? b. If it were important to only trade 5 pairs, why do other pairs exist, and why do other people trade them?

It seems that you have it figured out then! Trade based on non-correlation! For instance, EUR/USD, CAD/CHF, GBP/NZD, EUR/GBP and AUD/JPY aren't correlated to each other, just trade those!

I've heard this as well, but why? According to mataf.net all major pairs are correlated to each other by at least -50/50, doesn't this mean that following all major pairs is a waste of time, and that its better to follow 1 or 2?

I want to know how professional forex traders choose which pairs to trade. Right now I'm following all majors, major crosses, metals, and indices offered by my firm. That's 36 instruments. It feels like too much. I need a proven methodology backed by evidence for shortening this list. I...

nice thanks

Hi, I recently finished Karen Foo's book, "Fundamentals of Currency Trading". I'm still having difficulties performing fundamental analysis on currency pairs, using her methods and my own. Here is the full Dynalist document explaining my concerns (I like Dynalist best for writing and...

I hadn't considered using a project management tool. I will look into it, thanks.

I will say this: I should have written the introduction to this thread so that it resembled the thoughts of an even-tempered, rational person. The way I wrote it did not convey this, and I take responsibility for that. I think that's part of the reason why I received the backlash I did.

I have used the following products: AWS, Microsoft Azure, Digital Ocean, and Google Cloud Platform. I also have a certification in AWS architecture from Udacity. Here are my thoughts on all of these services: AWS - AWS is the market share leader according to...

Ok, lets unpack this a bit because others have voiced similar concerns: "You have much too high expectations and you don't seem to understand that an algo is only like an excel. What you put in it will define the result..." I have always agreed that the effort I put into a system will define...

Hey guys. Thank you for all the responses. I greatly appreciate it. Here are some of the questions people have asked me so far: 1. Why do you want to learn algo trading? Shouldn't you learn discretionary trading first? Quite simply, algo trading seems more interesting to me. I am more...

DISCLAIMERS: I am a newbie, and this will sound like a rant. Because it is. I have done a lot of googling and read a few books on how to get into algo trading, and my experience has been frustrating. I am at the point where I am suffering from information overload and I feel the need to...

Hi, I'm looking for intraday price data for the following CME Group futures. All contracts should be continuous and going back 5 years. Format should be 5 minute bars (OHLCV). I prefer to use a .csv or api because it has to be converted into pandas dataframes. If you know of a company who...

Don't other people pitch strategies? I read that Ernest P Chan had pitched strategies when I read his book. Anyway I just found out that Quantconnect can't share my strategy.

Also quantconnect has this feature, but says in their TOS what type of data they collect: https://www.quantconnect.com/privacy "use the Service to upload, share, or communicate any content or information; " Which means they can collect my trading strat. And according to the sharing section...

Imagine you go to a website. You see a list of funds. Each fund has a description of the algo strat they are using. The assets under management, historical returns, and how long the fund has been trading is shown as well. You decide to contribute money to this fund, in the hopes of getting...

So I'm trying to understand how to trade futures and I just finished the CME Group Intro to Futures course (https://www.cmegroup.com/education/courses/introduction-to-futures.html). Anyone have any suggestions for more supplementary education? What about A Complete Guide to the Futures Market...