Can a System be reverse engineered just from viewing daily trades/account statements?
- Thread starter CPTrader
- Start date
So if the trades are timestamped,what can you do to prevent this, if any?
How do you prevent them from âseeing your tradesâ?
Iâm also curious, how would you go about reverse engineering a system with trades and time stamps?
Finally, assuming you DID NOT have timestamps, just a daily statement, could you reverse engineer the system?
not much. the multiple accounts/multiple techniques can buy you time, but in the end anything one person can do, another can undo.
i wouldn't be worried about it, though, it is pretty unlikely someone with that kind of motivation and capability will be interested in what you're doing.
you can't. if nobody can see your trades, you won't have any trades.
i believe another poster detailed this: basically, line up the trades on a chart/charts and turn your computers loose. this is the kind of stuff they were built to do and that quant teams live for.
they have to justify all those supercomputers, after all.
eventually there will be a large enough set of trades that could only have occured at one time during the day from which to make the analysis.
this really isn't something your broker is likely to do. if he/she were that smart, they'd be doing something other than hawking stock. from that perspective i wouldn't worry about it.
if it's a situation where somebody may "verify" your track record but they already do trading on their own...then it comes down to trust that they won't, mostly.
...isn't it more likely that if your broker finds you making obscene amounts of money that he will have his prop trading arm solicit you as a trader?
...the merest speculation on my part. So far it seems that they are only using my trades as a contrary indicator, as the market always reverses at my entry or consolidates until doomsday around it. I am convinced that they aggregate the calls of lousy traders like me and use us an an indicator. Gotta run. The orderly is unlocking the door to give me my meds.
it can be done by experienced TA analyst . I did it couple of times on request as a challenge . With consent of both parties, of course . With knowledge of system trading and developing it is quite easy . I am not a computer expert at all .
You cannot prevent it when analyst has time stamped trades list availlable.
Walter