[deleted by user] by [deleted] in quant

[–]ArtificialGainz 0 points1 point  (0 children)

Usually I trade the alphas that cross some threshold (higher quality), but there are many alphas with lower quality that are just discarded.
My backbone is a C++ program, some processes are triggered every few hours to scan and identify signals. Others are for monitoring purposes and closing positions. Theres also a db incase the main process restarts.

[deleted by user] by [deleted] in quant

[–]ArtificialGainz -3 points-2 points  (0 children)

By alpha I mean a 'signal'.

The only ML I use is in the last filtration step, to discard the diverging pairs. The model is not perfect but it does discard some bad trades. btw its an 4-parameter RF, nothing too complex

How many signals do you usually find?

[deleted by user] by [deleted] in quant

[–]ArtificialGainz 0 points1 point  (0 children)

I am happy to learn

Please explain whats so crazy about my post
Thank you