Monthly Archives: October 2019

Oct 06

Sticky: Quantitative Collaborative- Building Futures Strategies for Today!

Graybox Trading , System Trading

I have keyed on two critical concepts for trading: 1. Environment is paramount to success. Trading requires sustained effort.2. A real, quantitative, edge helps with preservation of psychological capital and helps refine, focus, and scale. Toward that, I am offering the Quantitative Collaborative workspace where I share my actual strategies, source code, graybox strategies, and […]

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Oct 05

What changed?

System Trading

Algorithmic systems are based on backtest. However, changes can impact the market such as when the market changed to trading in fractions to decimals. Recently we have had several changes that theoretically could impact any trading systems: Micro contracts were released by the CME for many popular products. Before the micros, small traders were forced […]

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Oct 02

Doing Better

Trader's Mindset

On this blog, you will find a great amount of world class information, in my opinion, on trading. This is knowing. But, doing is what will ultimately determine our success or lack thereof. Imagine a trader crafts 5 trading systems, all pass his tests for qualifications with flying colors, and very generously 4 of the […]

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Oct 01

Trade-offs: Specialize vs Generalize

Trader's Mindset

There is a trade-off between “specialization” and “generalization” in markets. Greater specialization is likely to result in greater profit potential at the cost of robustness. On the other hand, greater generalization is likely to result in reduced profit potential with greater robustness. As an illustration as to why this is the case, let us imagine […]

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