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by spitfire 5192 days ago
Algorithmic trading.

Hint: backtest on decades of data, not just the friendly waters we have now. Forward test your work for a few months before going live. Use the same amount of capital as you intend to trade with for all your tests.

Also, model with fat tails and decide if you're okay with those risks.

1 comments

Testing my theory is the next step, as no theory is perfect and will certainly change over time. Theories come and go, and may even be true for a time, but I need the ability to effectively test/execute whatever theory that may be.

What is your experience in trading, if you don't mind me asking?