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An algorithmic trading model. I have been investing for 2 months on my own and hope to open an investing firm in 2 years or less
by chrisgd 12y ago
An algorithmic trading model. I have been investing for 2 months on my own and hope to open an investing firm in 2 years or less
- noname123 12y agoYou trading equity, options, futures? What's your strategy, stat arb, directional, delta-neutral? What's your broker? Lime/IB/Lightspeed/DMA? What's your tech stack? C/Java/Scala/GPU?
- chrisgd 12y agoEquity, directional. Using trade king right now but no tech developed. Once I prove out my model works, would look into the tech side. Using excel right now.
- noname123 12y agoNice. I'm trading delta-neutral, volatility strategies on options using Interactive Brokers API. Right now trade entry is automated, but I do adjustments and closing trades manually. I spent a lot of time on tech, digging deep into C/messaging queues/distributed backtesting/event processing but I think best to use Excel instead of worrying about tech.
- chrisgd 12y agoGood stuff. I might need to work with you to get mine working!
- noname123 12y agoNah, bro. Unless you want help on how to lose money on the market and also give more commission to your broker. If you're in the right area, they have Algo Trading meetup's or regular trading meetup's where some peeps maybe do algo-trading. e.g., You may find this helpful for what you're trying to do for equity trading, http://blog.quantopian.com/gary-chan-on-pairs-trading-presentation-from-nyc-algorithmic-trading-meetup/ http://blog.quantopian.com/gary-chan-on-pairs-trading-presen... http://www.godotfinance.com/workingpapers/ http://www.godotfinance.com/workingpapers/
- chrisgd 12y agoThis is great! thanks