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One estimate the maximum capacity of a quantitative trading strategy and analysis

    How can one estimate the maximum capacity of a quantitative trading strategy? This is a Quora people really like on my Facebook page. Check out some of the highlights: Assuming you’ve got a strategy that captures actual alpha, you’ve got to build in an estimate for execution costs (easily added) and ‘slippage’.   …

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Primary asset classes you are currently trading or looking at for maximum profit potential

  I have here a crucial survey to help focus on asset classes for you. Let me know what you think. This can be found my Facebook group of over 10500 folks.  See below the group link on Facebook to find this. Important survey! What are the primary asset classes you are currently trading or …

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Should you use curve fitting or trading strategy optimizing for maximum profit potential?

Hi there Some important postings this week. This especially true if trading strategists do actually use curve fitting or optimization whent work on their trading models or algorithms. New secretive doc summarize ALL profitable quant trading strategies for forex and equity. Futures and options considered https://quantlabs.net/blog/2013/06/new-secretive-doc-summarize-all-profitable-quant-trading-strategies-for-forex-and-equity-futures-and-options-considered/ Why you should not optimize or use curve fitting …

Should you use curve fitting or trading strategy optimizing for maximum profit potential? Read More »

Cluster analysis method which allows a user to set constraints on the minimum and maximum number of cases per cluster?

Cluster analysis method which allows a user to set constraints on the minimum and maximum number of cases per cluster? Does anyone know of a cluster analysis method which allows a user to set constraints on the minimum and maximum number of cases per cluster? —- In SQL Server Data Mining there is Microsoft Clustering …

Cluster analysis method which allows a user to set constraints on the minimum and maximum number of cases per cluster? Read More »

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