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A Quant's perspective on building a trading system.


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A Quant's perspective on building a trading system.

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  #11 (permalink)
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Awesome, I have a subscriber!


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Two!


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I'm famous!!!

Three!



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  #12 (permalink)
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Three!



Bob.

Welcome to the club Bob, glad to have ya!

"The great Traders have always been humbled by the market early on in their careers creating a deep respect for the market. Until one has this respect indelibly engraved in their makeup, the concept of money management and discipline will never be treated seriously."
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cejstrup View Post
Thanks for sharing. I'm currently testing my own system and I can already see a lot of benefit from this

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Itchymoku View Post
four!

Thanks Ichy, I'm still waiting for you to drop by for some BBQ here in Austin..

Sody,

"The great Traders have always been humbled by the market early on in their careers creating a deep respect for the market. Until one has this respect indelibly engraved in their makeup, the concept of money management and discipline will never be treated seriously."
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  #15 (permalink)
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First documents of this topic were very interesting and well made. Definetely subscribing this thread, thanks for sharing!

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  #16 (permalink)
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As someone new to futures trading and absorbing as much as I can, I'm finding your information extremely interesting. Looking forward to watching you progress.

Thank you for sharing!

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  #17 (permalink)
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Glad that you are venturing into speculation from the world of mostly sell-side financial advising. I wish you luck as many have gone back to that world after trying their hand in trading. Decent money can still be made with a suit and tie behind a desk with the Financial Advisor title. You just have to be better in Sales than Finance, unfortunately.
Will you be keeping your SEC registration current or giving it up permanently?
Also, a little surprised that you are looking at forex through the world of retail indicators. I thought you would bring a more trained, value based approach to markets.
(Nice Visio work, by the way)

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  #18 (permalink)
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I'm very interested in following your future posts in this thread! Consider me subscribed as well! Everything sounds great thus far.

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Very interesting. Looking forward to following your future post. Always keen to understand how quant trader approaches the development of a trading strategy.

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  #20 (permalink)
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FalseProphets View Post
Glad that you are venturing into speculation from the world of mostly sell-side financial advising. I wish you luck as many have gone back to that world after trying their hand in trading. Decent money can still be made with a suit and tie behind a desk with the Financial Advisor title. You just have to be better in Sales than Finance, unfortunately.
Will you be keeping your SEC registration current or giving it up permanently?
Also, a little surprised that you are looking at forex through the world of retail indicators. I thought you would bring a more trained, value based approach to markets.
(Nice Visio work, by the way)

You have looked at my Linkedin profile I am guessing. The Fund I am working for will not be holding my SEC licenses and with no broker dealer to park them, I am letting them expire. Thanks, going to the buy side has always been a dream; and today I no longer wear a suit and tie, but, shorts and sandals.

When looking at "retail" indicators (as you will learn from me) I do not put a lot of weight in the indicator itself and they will not be the focus of my strategy. Most indicators are correlated anyways telling someone what has happened and not will happen. The term quant in the title might be a bit skewed as I shifted from a system that I was using for the fund (One that I can not explain further, except that it is heavy in linear regression and non linear polynomials) to one that is simple for the use in a retail account for my daughter that I have no issue sharing the code for. So the trade off is simple, either share the code completely or have the discussion wrapped in mystery. Transparency was the reason I decided to shift gears.

The point of this journal is to move a trader retail or otherwise from relying on indicators alone to spend most of there time with the risk management and position sizing part of trading. The part of trading that seems to be shrouded in mystery for most traders. Agree? Disagree?

Forex seems like a fun project, also, I needed a instrument that fund does not trade in. So the choice in Forex does seem strange and off topic. But, it is the safest for me to talk about without competing with my employer. Also, the fact that I do need something for a small account for my daughters UGMA account it seems like a good choice.

That said I have no idea how the system will perform before hand on Forex.. This may just be a epic fail and you are all along for the ride.

Thanks for following along, and I look forward to your input as well.

Cheers,

Sody

"The great Traders have always been humbled by the market early on in their careers creating a deep respect for the market. Until one has this respect indelibly engraved in their makeup, the concept of money management and discipline will never be treated seriously."
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