|created:||3562 days ago|
Former compiler writer, former quant, current head of algorithmic trading.|
Been doing Stats and large data since, well, before it became cool, though I'm glad the world is focusing on it now as tools like numpy, pandas and scikit learn make things much easier now.
Note to those who are trying to create their own trading strategies, then, a point to ponder.....
If your strategy is profitable but less than 5 years old, ask yourself, are all your profits form long trades?
If so its more likely that you have "found" beta from the longest bull market we've seen, rather than alpha.
If your profits are from a roughly equal mix of shorts and longs then you might be onto something.
Available to chat at email@example.com if you want to chat algorithmic trading strategies.....