Peer Review Trading System Research

R

Rapunzel

Hi people I'm new here. I'm working on some trading signals at the moment and I wanted to find out if you know any good way to peer review your research before live trading?
 
Thanks for the reply.

I am just wanting to make sure I haven't missed anything obvious and my methods are thorough and to a professional (QIS Professional) standard.

I am little bit concerned about the results seeming to good to be true, in back-tests and forward tests (paper trading).
 
Rapunzel said:
Hi people I'm new here. I'm working on some trading signals at the moment and I wanted to find out if you know any good way to peer review your research before live trading?
More...

A peer-review-type analysis of a trading system is not possible, because trading is not a scientific method that can be reviewed for accuracy.

The best thing you can do is post your idea and gather input. Your entry and exit may not be what your peers would view as good entries and exits.

All you can do is gather general consensus. Which is effectively what the markets are anyways. A general consensus of up or down. After the fact.
 
Rpzl, what markets do you want to trade? What is your expected hold time? Stuff like that.
What is (QIS Professional) standard?
 
Thanks for your reply

Currently spot FX, typical holding time 4-48 hrs (signals in the H1 Candle). Trade predominantly break-outs and their continuation in a trending market.

Quantitative Investment Strategies; It would be great to be guided with a template of professional grade buy (asset management) or sell (research) side quantitative research.
 
Rapunzel said:
Thanks for your reply

Currently spot FX, typical holding time 4-48 hrs (signals in the H1 Candle). Trade predominantly break-outs and their continuation in a trending market.

Quantitative Investment Strategies; It would be great to be guided with a template of professional grade buy (asset management) or sell (research) side quantitative research.
More...
Admirable goals.
What is your purpose? To trade your system or to find a position trading your system?

I don't trade FX, but it's my understanding that you can gear the position size down to a reasonable and Small risk per trade. Do you want to generate some real world data?

Why not set a budget to limit costs of this research project, implement your strategy on a tiny tiny scale, generate some real world data and if you approach the bugetary limitations of your education budget, then put the strategy on hold and analyze the data you generated?

If it flies, buy me a beer.
 
Rapunzel said:
Thanks for your reply

Currently spot FX, typical holding time 4-48 hrs (signals in the H1 Candle). Trade predominantly break-outs and their continuation in a trending market.

Quantitative Investment Strategies; It would be great to be guided with a template of professional grade buy (asset management) or sell (research) side quantitative research.
More...

IMO neither of those are people you want to guide you in re to a quantitative strategy.

Researchers are not traders. They don't make money by trading and live in a hypothetical realm. You need a profitable quantitative/systematic trader to give a meaningful feedback. They will be from all walks of life as there is no school that teaches that.

I'm not volunteering just pointing out that you have wrong expectations. Based on what you mentioned - when results look too good to be true typically they are. Either problem with coding, data quality or slippage and cost assumptions.

Just trade it live with a small account. You will have good idea after 30-100 trades.
 
Rapunzel said:
Hi people I'm new here. I'm working on some trading signals at the moment and I wanted to find out if you know any good way to peer review your research before live trading?
More...
Hello

If back test looks good.

If SIM trades of XX to XXX looks good.

Trade it live with real money.

Keep it simple.
 
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