3 ms·
what is the "percentage" rating? return predictions should be in return space. someone should write a "how to write a trading algorithm" tutorial.
by joshu 16y ago
what is the "percentage" rating? return predictions should be in return space.
someone should write a "how to write a trading algorithm" tutorial.
- arthurdent 16y agojust read this recently found it ok: http://www.puppetmastertrading.com/blog/2010/04/08/pairs-portfolio/ http://www.puppetmastertrading.com/blog/2010/04/08/pairs-por... ernie chan's blog is also a decent starting point: epchan.blogspot.com
- joshu 16y agoOh, I know how to do this. It'd just be nice to have a clear, concise guide to point to every time something like this comes up. There's two parts: there is the strategy itself. And then there's everything that surrounds it: what a generic strategy looks like, how to test it, how to operate it, how to build risk models, etc. There's probably more work to the second part than the first.
- GrowWebs 16y agonice.