Tag Archives: Experiment

Bitcoin experiment has failed

Bitcoin experiment has failed
All but the technology is rendered useless according to this article

medium.com/@octskyward/the-resolution-of-the-bitcoin-experiment-dabb30201f7#.maguypjnm

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Results of my Python experiment for algo trading says…the Meetup

Results of my Python experiment for algo trading  says…the Meetup
Let’s do a Meetup revolving around my Python Experiment for algo trading

See one of the Meetup links below for details

 

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Results of my Python experiment for algo trading says…the Meetup

Monday, Dec 21, 2015, 8:00 PM

GotoMeeting Webinar online
GotoMeeting Webinar online Toronto, ON

16 Researching Traders Went

Just watch the watch the video below for details https://www.youtube.com/watch?v=DXiVuNWiLDk

Check out this Meetup →

Results of my Python experiment for algo trading says…the Meetup

Monday, Dec 21, 2015, 8:00 PM

16 Members Went

Check out this Meetup →

 

 

 

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Experiments with PTP – David Quarrell’s blog – HFT review

Experiments with PTP – David Quarrell’s blog – HFT review

If you ask an historian they would say 1588 was about bad timing; if the Spanish Armada had departed Spain in June instead of late August it might not have…

http://www.hftreview.com/pg/blog/DQsailsUK/read/30004/experiments-with-ptp

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Is it more important to have the system time as accurate as possible or aligned to the other systems as much as possible ?

 

 

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Quant analytics: Experiment of Statistical Advantage Portfolio (S.A.P.) Need your comments

Quant analytics: Experiment of Statistical Advantage Portfolio (S.A.P.) Need your comments.

Hi all, here are some thoughts regarding my Statistical Advantage Portfolio (S.A.P) plan. Please let me know whether i am on the right track. Or just waste my time.

S1. Select trading strategies from Internet with positive return using 2-10 years data for testing.
S2. Convert those strategy to MQL4 or MQL5 program and test them using 2-10 years data on my own platform.
S3. Based on the testing result, pick the most profitable currency pairs and programs.
S4. Put all those programs in one portfolio with 1-2% risk per order.
S5. Review program performance bi-weekly. Increase or reduce risk level based on program performance.

Again, am i on the right track to build an algo trading hedge fund ?

A portfolio of strategies sounds reasonable, as a start. Additionally, I would acknowledge that strategies rotate — some work for a while, then cease to work, then work again. I would investigate the trendiness of strategies and overweight those improving and underweight (or eliminate) those declining. Said a different way, I would have a stable of strategies running on paper, and only those working well would be used in the actual portfolio

Thanks for the feedback. I plan to add in some additional logic to track the performance of every system and adjust there risk level automatically. for example, if the system continuously hits the stop lose for two times on one currency, the risk might be reduced for 25%. on the reverse side, risk level could be improved 25%. that’s the thought.

It is close to the you guys doing in the industry ? or it is too low class 🙂

I can’t say what the industry is doing; I’m just an interested party, not a practitioner.

• You’ve been inboxed with a much better idea. Courtsey of the one who was looking for an eager MQL4/5 programmer
From a Linked In Group

 

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Quant development: Experiment of Statistical Advantage Portfolio (S.A.P.) Need your comments.

Quant development: Experiment of Statistical Advantage Portfolio (S.A.P.) Need your comments.

Hi all, here are some thoughts regarding my Statistical Advantage Portfolio (S.A.P) plan. Please let me know whether i am on the right track. Or just waste my time.

S1. Select trading strategies from Internet with positive return using 2-10 years data for testing.
S2. Convert those strategy to MQL4 or MQL5 program and test them using 2-10 years data on my own platform.
S3. Based on the testing result, pick the most profitable currency pairs and programs.
S4. Put all those programs in one portfolio with 1-2% risk per order.
S5. Review program performance bi-weekly. Increase or reduce risk level based on program performance.

Again, am i on the right track to build an algo trading hedge fund ?

A portfolio of strategies sounds reasonable, as a start. Additionally, I would acknowledge that strategies rotate — some work for a while, then cease to work, then work again. I would investigate the trendiness of strategies and overweight those improving and underweight (or eliminate) those declining. Said a different way, I would have a stable of strategies running on paper, and only those working well would be used in the actual portfolio.

hanks for the feedback. I plan to add in some additional logic to track the performance of every system and adjust there risk level automatically. for example, if the system continuously hits the stop lose for two times on one currency, the risk might be reduced for 25%. on the reverse side, risk level could be improved 25%. that’s the thought.

It is close to the you guys doing in the industry ? or it is too low class 🙂

I can’t say what the industry is doing; I’m just an interested party, not a practitioner.

From a Linked in group discussion

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!