Algo & Quant traders

[BuzzTrader]

https://www.elitetrader.com/et/threads/fully-automated-futures-trading.289589/

https://github.com/robcarver17/reports/blob/master/Account_curve_report.pdf

GAT

S&P did 140% since 2015.

 

[globalarbtrader]

S&P did 140% since 2015.

View attachment 338967

That might be relevant if I traded a long only strategy with S&P 500 stocks

Whilst in fact my correlation and beta to that are zero.

GAT

 

[globalarbtrader]

Where is the best place to start building an algo?
What is the best broker to run/API the algo?

Also, how are your fees so low? I get dinged $7 per trade lol both sides!

"I am a brilliant trader who can beat any algo"

Also "I am paying $7 to trade mini NQ"

Hmm....

GAT

 

[globalarbtrader]

In back test programming algo, people forget about the mental wear and tear of clicking back test button +100 times and still bad net profit to drawdown each time. .

No, that isn't what you do. That's called overfitting. Proper algo traders don't do that.

GAT

 

[themickey]

No, that isn't what you do. That's called overfitting. Proper algo traders don't do that.
GAT

I never backtest (did many many years ago as a noob) and I never sim trade.

 

[BuzzTrader]

That might be relevant if I traded a long only strategy with S&P 500 stocks

Whilst in fact my correlation and beta to that are zero.

GAT

I assumed you base your system around backtests of previous market data which has always been going higher.

 

[MarkBrown]

Also, how are your fees so low? I get dinged $7 per trade lol both sides!

 

[Laissez Faire]

This thread. LOL.

 

[MrMuppet]

This thread. LOL.

Thread of the year. A guy gambling in the Emini casino with 2 grand to his name, a chart cultist who finds cutting losses an interesting concept and a couple of semi pros who are sucked into completely pointless arguments.

This could be Will Ferells new movie.
At least make a sticky out of this wonderful contemporary document

 

[globalarbtrader]

I assumed you base your system around backtests of previous market data which has always been going higher.

Yes I use previous market data. But there are ways to avoid producing a long bias in your strategies as a result. The fact my Beta is zero indicates I've probably managed this. And 80% of what I am trading isn't stocks anyway.

GAT