Looking for C# programmer to build strategy on CQG, Rithmic, or Similar API

[SimpleMeLike]

coding is the easier part of equation. Strategy with positive expectancy is the hardest part.

Good Morning RedDuke,

What is your personal definition of positive expectancy for an algo trading system?

For example, in your opinion, is your positive expectancy considered profit factor greater than 1.5?

 

[Slow Learning Elf]

Finding sharpe ratio of around 1.0 and 60% winning months.. is easier.. But that is similar to the S&P 500, although without the 50% drawdowns the S&P can give you..

If you have multiple 1-sharpe strategies (with true statistical significance yada yada yada) that are uncorrelated, you can easily be running at Sharpe higher than 2. Even a collection of Sharpe 0.75 strategies that are not correlated to the market, have a T-stat above 3, are based on an actual market hypothesis and were still working in the recent past would do this for you.

I am with RedDuke on this one.-It's hard to find a strategy that is not curve-fit, that's why MLDP dedicated half of his book to preventing curve fitting of various forms. If you have found one, it might have obvious execution issues (e.g. pnl/tradevalue is too low or slippage is too high). This business is HARD.

 

[QuantVPS]

I have an algo strategy that I would like to get programmed in C# and linked up to the CQG API. It can also be rithmic, CTS, or any other direct futures routing provider. I'm not picky. Must have prior experience with the API to integrate with. If you want the job or know someone who does, please message me. Thanks!

We have a directory of trading strategy developers on our website, reach out to us and we can provide it!

QuantVPS.com