They are not day trading algos & on highly liquid stocks so I am not concerned about a few individual investors moving the market.What sort of algos?
Expected returns not good enough to keep them proprietary?
I have a dozen algos that I trade myself & want to offer them for sale to individual long-term investors. Trading stocks, options, etfs. Can any one recommend the best way to go about that?
Thanks.
Yes, I will provide monthly results for each one of them for as far back as I have data available. If you want test forward results I will provide them too if you want to watch their performance for some time. As I said I trade all of them myself.It depends to whom you are trying to sell them.
If you want me to consider buying one, you will have to show me live trade results for at least 100 trades, max drawdown on account, duration, and ROI.
Simple really - show me the money, and I will show you mine!
J_S
Yes, I will provide monthly results for each one of them for as far back as I have data available. If you want test forward results I will provide them too if you want to watch their performance for some time. As I said I trade all of them myself.
Yes, I will provide monthly results for each one of them for as far back as I have data available. If you want test forward results I will provide them too if you want to watch their performance for some time. As I said I trade all of them myself.
I will provide monthly balances, I didn't calculate sharpe ratio b/c I don't care about the draw downs as I'm satisfied with their overall performanceCan you provide more statistical characteristics such as absolute returns since inception, a risk-adjusted calculation such as a Sharpe ratio, average holding period, number of transactions, inception date, etc?
Thanks
You are welcome to calc it yourself. As for the number of trades, some of them have 1 trade per month, some of them might have 1-3 per month on average.They are algorithms that run on actual data. Just like you can provide daily data for S&P500 index.I don't quite follow how you could provide actual trading performance data for so many systems.
Do you trade each system with a separate (sub)account? Because of auto-trading?