^Excellent post. Agreed on the distinction of applications: Indicator based strategy design vs. other other forms of design and research where...
Depends on your definition of both probably, but I think stat arb is going to generally show lower variance of returns than momentum strategies....
@howardbandy i feel like it's pretty easy to write a simple SVM like a linear or guassian kernel in any language, but your point is well received...
Thanks for the input here guys. This project is definitely coming along and I appreciate your advice. Being the stubborn kid that I am I have...
I generally err on the side of rolling your own/open source stuff, so it's not surprise that I'm gonna recommend Python just because I think it's...
That's probably a prudent suggestion. Better to know now than later, and I would assume part of the point of having a free version is to encourage...
Nice, I see his studio is in Tribeca. Maybe I'll swing through after school one day to try to impress my girlfriend with my vast knowledge of art....
Here's a link to some initiated (or at least more initiated than me) kdb+ folks I saw a while back that put my mind to easy when I was trying to...
@1245 I've benefited from a ton of your posts on here in my years of lurking, what's your profile picture all about? I love it. Thanks for the...
I'm looking for some advice on what the best practices are for storing options and futures data. How do you folks store these instruments? I've...
I'm not going to let this turn ugly on me, but let me just say politely that I'd appreciate if you at least acknowledged that I may know what I'm...
I don't know about 1 in 1000. To implement a neural network or genetic algorithm one needs a reasonable level of understanding (unless it's...
Haha you don't want to take credit for my genius quotes Dom? I respect that! ;)
I tend to agree with you about the multidisciplinary approach. Going back to the type of trading opportunities that interest me you can see that...
An example of a legitimate economic phenomenon could be, for example, the historical cointegration relationships among interest rates. With all...
haha, I see. Could you elaborate on what you mean by the 'market-model side?' Like creating actual trading strategies?
Thanks for the replies guys, glad to see some folks willing to offer some insight! Vicirek: Thanks for your reply, I've seen quite a few of your...
So basically the consensus here is that Backtesting is bad?
I appreciate your response. Those are all good points, but I'm not sure you can say that data mining necessarily implies data snooping....
Hey folks, For a long time I've been fascinated with the idea of writing my own backtesting software. I've seen quite a few of the retail...
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