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Optimal number of algo models for a single instrument

  #4 (permalink)

San Diego, USA
 
Trading Experience: Intermediate
Platform: MC
Favorite Futures: All
 
Posts: 48 since Aug 2016
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rleplae View Post
Try to make those strategies generic, so they work on 10 instruments.. and you'll fix some of the issues mentioned

@rleplae - when you create a generic algo for a number of instruments, you still get some variations in the input parameters between them, right? (where you have say two parameters and and variations between these two parameters for different instruments is not that big). And how do you deal with that issue: still standardize parameters for all instruments or leave the best fit for each?

btw, would you know any good source for generic algos teach ins, like courses, books, etc?

Thank you.

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