I implemented a Multi-Strategy algo in python that can be backtested in Quantopian. Quantopian is an online tool/community where you can code your own algorithm (or copy someone else’s) and backtest against historical 1-minute data. Yes, that is 1-min intraday data of all major U.S. stocks, for free. This is what the backtest looks like …
Better than mean-reversion? An Adaptive Multi-Strategy System
Mean reversion strategies have been very popular since 2009. They have performed exceptionally well for the past 10 years, performing well even during the 2008-09 bear market. Different versions have been popularized, notably by Larry Connors and Cezar Alvarez (previous post) as well as many others in the blog-o-spere such as David Varadi of CSS analytics (DV2) and Michael Stokes @ MarketSci. …
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Backtest Multiple Strategies
If you are serious about trading and/or investing and are willing to commit a good amount of your net worth, you may choose not to follow just one strategy. You may be better off splitting your capital amongst not just different asset classes or stocks or etfs but also different strategies that trade those assets. How can …
Quantshare Trading Software on Amazon’s EC2
I wrote an article on how to automate the process of updating quotes, updating multiple trading strategies and e-mailing next day signals form the cloud to our own e-mail boxes. This time I am using QuantShare as the trading software and an Amazon EC2 micro instance as the host cloud. You can read the article …
Amibroker – From Backtest to Trading – Going Live
Going Into Production So you have a system in Amibroker that you backtested and you are happy with. You now want to go “into production”.How do you get your signals? How do you keep track of open orders, position sizes, ranking rules, etc. It’s not as easy as it may seem. Explore or Scan? If …