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by baccredited
3000 days ago
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Hello - fellow software engineer who dabbles in quantitative investing here. I would start with episode 1 of Meb Faber's podcast:
http://mebfaber.com/podcast/ And listen to all the episodes. Take your time, it took me about a year to get through them all. One of my favorite guests was Gary Antonacci. I read his book Dual Momentum Investing after hearing his episode. I now use his algorithm for a sizable portion of my portfolio. I believe all of the day-trader focused algorithmic contests like Quantopian are a joke. Don't waste your time. Quick trading strategies are a race to ZERO as quality AI systems will crush all the humans in the long term. I have found it possible to design profitable long-only strategies that only trade once every 6 months or per year. You may find your own niches. I backtest my algorithms with homegrown ruby code and data from tradier.com (free with an account). I trade the good ones at motifinvesting.com which lets you establish a track record. Good luck! Please share your twitter handle so I can keep tabs on you. I'm at @baccredited |
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