Over Time #idea
I wonder what a plot of Edge signals over time would look like? Sine wave? Predator/Prey oscillator? I wonder if those plots would be predictive of other things… –h
Tag: Edge
How to Independently Verify a Quant System #idea #alphastreamverification
How to independently verify any quant-based system without using or disclosing any proprietary information One of the biggest problems for prop shops, firms and hedge funds is independently verifying the results of quant-based systems and portfolio managers. Firms need to verify to invest but developers and pm’s don’t want to divulge their proprietary algorithms, their Read more about How to Independently Verify a Quant System #idea #alphastreamverification[…]
March and Since Inception P&Ls
Vertical Solutions Forecast P&L’s for March and Since Inception Quick Summary +1.4% March Current rate of return: +17.5% un-leveraged Profitable 6 of last 6 months, profitable 9 of last 10 months Drawdowns continue to be minimal In October 2013, we developed an algorithm called Edge which has improved our results Vertical Solutions Forecast, March 2012 – Read more about March and Since Inception P&Ls[…]
5-3-1 #idea
5-3-1 I use a program called 5-3-1 in my strength training which I find remarkably effective because it drives me to improve each week. Here’s a way to use (a complete bastardization of) the 5-3-1 program to find and develop new trading edges: Week 1, Foundation Identify and test 5 new trading ideas Week 2, Read more about 5-3-1 #idea[…]
The ‘QE Forever’ Treasure Map
Imagine a treasure map. There’s a ‘Start’, a winding path, and an ‘X’ that marks the spot. But the ‘QE Forever’ treasure map is different. On the ‘QE Forever’ map there is a treasure at each step of the way. It is a map cluttered with treasure for short term traders. Why? Because the ‘QE Read more about The ‘QE Forever’ Treasure Map[…]