QQQQ trading system for a hedge fund

Quote from toc:

"USDm 2.34" does this mean 2.34 Million Dollar account is need to avoid the uptick rule on QQQQ.
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as of yesterday it was 2.33, actually 2.332, to be more precise ...




(just kidding, now way around the famous rule.)
 
There are now standard software testing packages available, which permit developers to ship "grey box" systems to clients. The internal rules and algorithms are hidden, but the externally adjustable parameters are exposed and the client can change them at will. You can feed in whatever data you like (including phony data if it makes you happy) and test the trading system. You can vary the parameters and learn whether the system is robust. You can create a new data series equal to (100 - price) which effectively "flips the chart upside down" and run the system on that. It'll tell you whether the system can make as much money going short as going long. You can do any darn test you can imagine. But you can't see the system rules.
 
Thank you.

Actually, I have what I believe is an amazing strategy and don't have the time available to perfect and backtest it.

I would be interested in exchanging the strategy with someone (PM me) who understands options and can efficiently test and develop.
 
If you have a backtested and time-tested strategy that works consistantly and reliably, he is willing to offer 5% of his cut on an ongoing basis.
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Three good systems for trading the Nasdaq (and other indexes). First two are end of day. Last in intraday.

RC Success

RSC

Compass
 
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