Yes it can go down to under 50 instruments too at times.
Excellent 2 questions. These are as liquid our markets are. Market generally follows 80-20 rule. i.e. 20% of stocks have 80% market cap. The...
Thank you. I am preparing a small presentation and we could do it a video call first if you are interested in a week or so. I am NC based. I am...
That's is what I keep on hearing. So i tried different other combinations on a mini scale, but it did not works as a system expected or mixed...
None taken. It is not holy grail. Actually the starting point for any good system developer should be to making a "peace" with the understanding...
Yes that curve looks good (good question). and That is one of the one of the main curve I look at when doing my job (of 2% manual intervention)....
Drawdown: good question. less than 15% Win rate: at portfolio level it is less important metric. As most of trades will end in breakeven or many...
Not sure what you mean. I am imagining a Technical partner(me) + Business side Partner (you?) to take this to next level. If you are asking if...
Yes, that is lots of stocks. (it's a good question asked) Only with high numbers, the signal/noise ratio improves. in spite of studied electrical...
What is your definition/expectations for wonderful system? Background: Software Engineer (20+ years) and trader. Only Stocks listed in...
Background: I am not sure if this is the right forum to put it out, but is my best guess so here it is. In last few years, I have developed a...
I see GME is getting stopped (circuit breaker) every 5 minutes now. Does anybody know highest record of number of stops for a single stock in a day?
any comments Guys? Just trying to understand what a small cap CEO can or can not do as manipulation. Have seen it happens all the time with low...
So I read Section 16b rule as : "requires company insiders to return any profits made from the purchase and sale of company stock if both...
backtesting is datamining, isn't it? You start with some hypothesis, code it, backtest/optimize it. You can curve fit anything in back data....
in the back testing...you will find what you are looking for. :-) trick is not to try too hard and see what is reasonably obvious. But then that...
Not this latest update, but i have tried the previous one. it is some sincere hard work. Though the product is far from a finished product. (no...
Interesting. Any developers on ET who works on Trade-manager? please PM me.
something that works on futures will not work on stocks. They are different monsters. What software, platforms to use is depend on your goal. I...
there is no correlation between complexity of the underlying models and performance of algorithm. As said by Mandelbrot, "The only criteria of...
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