How to fund a successful strategy?

wmwmw said:
999/1000 traders who claim they have super strategies are found fake at the end.
So instead of calling prop firms "scams", the trader who claims a super strategy sound a lot more like a scam.
There are a lot of people go for prop firms, there none going for an anonymous trader who claims a super strategy.
People are not stupid.
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i get what it sounds like, but if you know prop firms that aren't scams taking auditions, submissions, whatever its called, lmk. I'll pass. Not trying to scam anyone.

I'll get a paper trader up this week and we'll see how it goes. it's not a super strategy, it just makes money on multiple asset classes and is 100% automatic, so no emotional interference.
 
smacdtrader said:
i get what it sounds like, but if you know prop firms that aren't scams taking auditions, submissions, whatever its called, lmk. I'll pass. Not trying to scam anyone.

I'll get a paper trader up this week and we'll see how it goes. it's not a super strategy, it just makes money on multiple asset classes and is 100% automatic, so no emotional interference.
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Funds generally require you to trade live account. Demo & live are not the same. Once you get a real counterparty, future starts to change...
 
so here's a question for the experienced guys. i've traded lots of crypto perps, but never forex, which is where i would start this. As long as your position size is less than 100K, is there not plenty of liquidity to lift straight off the best ask/bid? I mean all the live data shows way more depth than that on snapshots. It would seem like anything up to 500K is actually pretty smooth. Am I wrong? There was plenty of depth in crypto perps for twice that and it's way more shallow.
 
tsfx said:
back test? That means nothing. Everyone can create a successful strategy to match a certain period in history. Let your algorithm run for 6 months, make 1000+ trades in that time and then come back and tell me what was your ROI and sortino.
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If he uses out-of-sample data for testing and has realistic fill criteria then the backtest is very meaningful.
 
smacdtrader said:
I have developed an automated strategy that outperforms the underlying asset in all of the most heavily traded cryptos, currency pairs and stocks. I am also a poor statistician, with no money or connections. What I am great at is writing unbiased back-tests. But I'm kind of a hermit who has no idea how to monetize this idea. Can anyone offer any help, advice or have interest in discussing making this a reality? I've gone about as far as I can go, alone, with cheap data and a laptop.

Historic performance expectancy ratios of .5 to 2 in crypto and .2 to .3 in forex and stocks. I also have confirmed the real time algorithm matches the back-tested algo. The only constraint is liquidity, which is a problem I would love to have. It's appalling simple.
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Liquidity issues?

 
Yes, there might be slippage on certain assets if you want a position larger than what's at top of book. The return might suffer for paying a penalty to take liquidity out of the market. Thus, liquidity at some point for some assets may be a constraint on how much the strategy can earn.

The reason I'd love to have that problem is because them I'm trading enough capital to have the problem. Lmk if you have other questions.

Great video!
 
smacdtrader said:
if the back-test means nothing, it's being done wrong. mine are always excellent examples of future performance. but fair enough, perhaps we talk in 18 months after I get in my 1000 trades. see i even know how long it will take me to get my 1000 trades cause my research is very precise. Avg 2.3 trades per day. hope the fund's not closed by then. I kid!
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%%
WELL OK;
if you ''know'', then your precise problems are all solved + you need no outside funds.
Say you ''kid''?? IF you ever get in a room with a hedge fund, dont say that:D:D\
HINT, Dave Ramsey says finance is 20% math ;
not saying a back test is nothing, nor are we saying its the 20% also. It's sure not the 80%.
 
What is the frequency? Does it hold overnight? You said you used large caps for equities, right? How sensitive to latency? Minimum buying power needed for equities?
 
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