Hi guys,
To inspire myself (and you), I would like to list the categories about algorithm strategies I can think of, and I then would like to hear in which category are your strategies, and why. And if you have any other categories to add, please share if you can.
The categories I can think of:
1, Indicator based strategies.
Such as moving average cross over, RSI over bought/sold, or any home-made indicators.
2, Price action.
Such as candle pattern recognization, Turtle break out system, etc.
3, Time series.
Such as ARMA, GARCH, etc.
4, Statistics based.
Such as, after statistics, it's found that Stock Index X likely goes up on Wednesday, then a strategy can buy open on each Wednesday.
5, Arbitrage.
Such as buy XAUUSD, sell XAGUSD, at the same time.
6, HFT.
I don't have interesting in the holy grail HFT because I don't have the condition to do it.
Any other categories?
I work on mostly indicator based strategies. It's easier than other categories. I tried "standard" indicators such as EMA, MACD, etc, and I also modify or create other indicators.
I tried price action but it's too difficult to automate PA because it's too contextual sensitive.
I also tried time series. I can only use existing libraries and I can't understand the background theory.
After all, I didn't find any reliable strategies to put live up to now.
So, what's the categories of your strategies, why, and how successful they are?
Note you don't need to disclose any details.
And any other categories to add to the list?
Thanks
To inspire myself (and you), I would like to list the categories about algorithm strategies I can think of, and I then would like to hear in which category are your strategies, and why. And if you have any other categories to add, please share if you can.
The categories I can think of:
1, Indicator based strategies.
Such as moving average cross over, RSI over bought/sold, or any home-made indicators.
2, Price action.
Such as candle pattern recognization, Turtle break out system, etc.
3, Time series.
Such as ARMA, GARCH, etc.
4, Statistics based.
Such as, after statistics, it's found that Stock Index X likely goes up on Wednesday, then a strategy can buy open on each Wednesday.
5, Arbitrage.
Such as buy XAUUSD, sell XAGUSD, at the same time.
6, HFT.
I don't have interesting in the holy grail HFT because I don't have the condition to do it.
Any other categories?
I work on mostly indicator based strategies. It's easier than other categories. I tried "standard" indicators such as EMA, MACD, etc, and I also modify or create other indicators.
I tried price action but it's too difficult to automate PA because it's too contextual sensitive.
I also tried time series. I can only use existing libraries and I can't understand the background theory.
After all, I didn't find any reliable strategies to put live up to now.
So, what's the categories of your strategies, why, and how successful they are?
Note you don't need to disclose any details.
And any other categories to add to the list?
Thanks
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