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Created SAAS to automatically generate trading strategies from price/volume data. The strategies are optimized to achieve high Sharpe ratios. However, it turned
by cg94301 6y ago
Created SAAS to automatically generate trading strategies from price/volume data. The strategies are optimized to achieve high Sharpe ratios. However, it turned out that Sharpe ratio had little value in predicting out-of-sample performance. Abandoned the project before trying to monetize it. The app is still up at http://turboquant.com http://turboquant.com