If You Were New to the Field of Quant Trading...

[skinny]

...what leveraged asset would you backtest your strategy on and why? (eg. futures, options, forex, other)

 

[thecoder]

...what leveraged asset would you backtest your strategy on and why? (eg. futures, options, forex, other)

Clearly options strategies like spreads, as with options one can in advance set/define the risk one is willing to go,
by inspecting the P&L chart in advance.
See also Option Strategies at https://optioncreator.com/
and https://en.wikipedia.org/wiki/Options_spread
and https://en.wikipedia.org/wiki/Options_strategy#Option_strategy_profit_/_loss_chart

 

[fan27]

Futures, specifically ES or MES as it has very good mean reverting qualities in which to build strategies from.

 

[Nobert]

I would start by reading this :

https://www.institutionalinvestor.c...oblem-So-Why-Do-They-Also-Have-So-Many-Assets

 

[skinny]

I would start by reading this :

https://www.institutionalinvestor.c...oblem-So-Why-Do-They-Also-Have-So-Many-Assets

So basically, "dont become a quant trader"?

 

[globalarbtrader]

...what leveraged asset would you backtest your strategy on and why? (eg. futures, options, forex, other)

Options are much harder to trade in quant space (operationally and in terms of the research pipeline).
Retail Forex I would stay away - sharks, expensive, relatively little diversification (only a single asset class after all).

I'd probably say futures, but having said that if you haven't got the capital to trade futures I'd look to actually implement my system using spread bets/ CFDs (local laws notwithstanding, and taking appropriately conservative views about execution / spreads relative to futures).

GAT

 

[pipbeepip]

I am only into forex trading. I always control my greed before diving in for a pair of currencies offering higher leverage. I prefer to back-test the price action charts and the trading strategy on my demo account before implementing the same on a live trade.

 

[Nobert]

So basically, "dont become a quant trader"?

I don't know. Only you can find it out.

I also think, that at the very least, two members that liked that link which i provided (post #4), might have some valuable insights.

Would start by DM em.