I like those websites, specially willmott.com. I will check their content, I must get something useful from there.
Now that we speak like human beings, the repo I shared on github is just an example for anyone that would like to check my coding style. Obviously the repo that contains algos that I normally use are private. The backtesting folder that you referred to with Technical Analysis is actually to challenge anyone that tells me that TA is useful for anything. I am known in my inner circle of friends as the biggest detractor of TA they can meet. Those coding samples are to prove that any TA indicator can be challenged. When someone tells me that an indicator can make them rich I throw a report to them with a very simple c# script against the first data set I can find. I do not use any TA in my trading, hence the main reason why I managed to be profitable for a while. And when I mean profitable, I mean with a very small account (under 100K) that is not losing during 8 months so far.
My algos are based on a very basic risk management process, so your comment about not using rigorous mathematics is on point. I do not use any complex mathematics at all, simply because I don't need them. That doesn't mean that I don't know them and I could use them if required.
Changing the topic, I wanted to open another post asking for possible partners to funds my algorithm. I am certainly not going to do that looking at what I see already, but since you have been working in trading firms, what would you require from someone to believe that an algorithm is profitable? Is there any standard format that you would ask for as a proof that I am just not lucky for a while and my algorithms can be trusted?
I was just thinking about sharing the Analytics report that my broker is providing but since we can cook anything we want these days with PS that might not be sufficient for someone to believe it.
Now that we speak like human beings, the repo I shared on github is just an example for anyone that would like to check my coding style. Obviously the repo that contains algos that I normally use are private. The backtesting folder that you referred to with Technical Analysis is actually to challenge anyone that tells me that TA is useful for anything. I am known in my inner circle of friends as the biggest detractor of TA they can meet. Those coding samples are to prove that any TA indicator can be challenged. When someone tells me that an indicator can make them rich I throw a report to them with a very simple c# script against the first data set I can find. I do not use any TA in my trading, hence the main reason why I managed to be profitable for a while. And when I mean profitable, I mean with a very small account (under 100K) that is not losing during 8 months so far.
My algos are based on a very basic risk management process, so your comment about not using rigorous mathematics is on point. I do not use any complex mathematics at all, simply because I don't need them. That doesn't mean that I don't know them and I could use them if required.
Changing the topic, I wanted to open another post asking for possible partners to funds my algorithm. I am certainly not going to do that looking at what I see already, but since you have been working in trading firms, what would you require from someone to believe that an algorithm is profitable? Is there any standard format that you would ask for as a proof that I am just not lucky for a while and my algorithms can be trusted?
I was just thinking about sharing the Analytics report that my broker is providing but since we can cook anything we want these days with PS that might not be sufficient for someone to believe it.
