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by cowmoo
3615 days ago
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> if I had an algorithm that could perform well, why would I hand it over to Quantopian? I'll share my algorithm here: https://www.quantopian.com/posts/xiv-slash-vxx-pair-trade-1 "Pair-trading VXX and XIV based on the StockTwits sentiments of the SPY at market open. The backtest did really well from 2011 to 2014 with 1700-1800% return in 3 years; and flat between 2014 to present-time... would love to see what people come up to reduce the drawdown's and improve the performance from 2014-2016". The reason I share my algorithms is trading is one of the hardest ways to make easy money. Making money due to slippage, regime change and overfitting bias is difficult, a poor investment (most hedge funds don't beat index funds) but sharing and learning about statistics, machine-learning and big data is a better investment in self. Also philosophically, most strategies have limited shelf-life, so it is better to learn how to fish than to hold onto the fish you've got. |
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