As everyone knows, systematic trading is very competitive and one has to reinvent himself constantly to stay in the game. My question is how many strategies you come up each year?
how many new strategies do you come up per year?
- Thread starter pepper_john
- Start date
Define "come up with". I mena that serious - in todays time with the internet, a lot of "lets try this out" or "work on the basis of something i see on a forum" happens.
Is that part of the "coming up with"? Or a 0 because it is not invented?
I see a ton of strats going through my development side that at least originate on some forum posts somewhere initially.
Sorry I was not clear. I meant to ask
"how many new strategies do you put into production each year"
Well, that is a lot less than what one tries out 
Obviously.
Obviously.about 1 per month
variations on core themes
variations on core themes
new exchangesQuote from Bob111:
so you have 12 new systems every year? wow..30 something since registering on ET?
i come up with ONE back in 2005 and it's still work and produced enough money that i don't have to 'come up ' with new ones every year. quality over quantity
new dark venues
new order types
new products
new regulation
How can you stand still?
Had made the first one in 1995, haven't changed parameters since 1999, and one a year in last three years. Am always working on something, but cause of what I seek is strict on losing percentages, it is very tough to get anything to back/forward test to my standards. Am going back to more mid term strategies last several months, more overall profits for me and less trading as opposed to day trading.