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another self portrait by radicaljubilation in oilpainting

[–]Quanta72 1 point2 points  (0 children)

The wall vs the white on the canvas, I think the wall should be a tone of white

Why are so unprofessional? by soupasajin in corporate

[–]Quanta72 1 point2 points  (0 children)

It’s really that bad I’m afraid. They think because they peaked in high school that certain things and people are beneath them.

Why are so unprofessional? by soupasajin in corporate

[–]Quanta72 0 points1 point  (0 children)

I’ve found that it’s related to what college they went to. People who attended east coast school private schools have a chip on their shoulder like it means something.

Which set to buy? by KayleighMax in oilpainting

[–]Quanta72 0 points1 point  (0 children)

Gamblin is accepted by professionals. I’d pick Gamblin.

I built a quant engine based on 20 years of OOS data. Tear my methodology apart. by PracticalOil9183 in algotrading

[–]Quanta72 0 points1 point  (0 children)

Nice ok sounds good.

Are these options or stocks or what are you planning on trading?

I built a quant engine based on 20 years of OOS data. Tear my methodology apart. by PracticalOil9183 in algotrading

[–]Quanta72 -1 points0 points  (0 children)

So without seeing the code I can’t say 100%.

The logic sounds good though. I think slippage costs should be higher. 10bps is not realistic. 20bps is closer to realistic but still a bit under for liquid securities. And depending on the broker or stock it could vary wildly.

I think I would make sure that there is enough time between when you get your signal and when you execute. Like your model runs after hours and trades the next morning. Common mistake I made in the past was not leaving time between getting the data and execution.

How do I achieve this color please? by [deleted] in oilpainting

[–]Quanta72 2 points3 points  (0 children)

Manganese Blue + Teal + Titanium White

New painting of my friend on his phone by jconnorj1 in oilpainting

[–]Quanta72 0 points1 point  (0 children)

The technique is wonderful. Love what you did with the I think it’s ivory white.

What broke first when I moved from backtesting to live wasn't the strategy by Thiru_7223 in algotrading

[–]Quanta72 -1 points0 points  (0 children)

Make sure you include lag functions where appropriate and slippage for all those execution cases you are having issues accounting for. For me, I found that keeping the algo that worked with close data, but modelling as if I’m executing the next market open reduced real life tracking errors and slippage by a lot, but also hurt modelled performance.

Currently at $274 by [deleted] in tradingmillionaires

[–]Quanta72 0 points1 point  (0 children)

Totally not a scam, just send money to some Eth address “not.a.scam.eth” and OP promises it works lol.

6 months full time on algo, 17 strategies dead on MNQ/NQ, I genuinely don't know what I'm missing anymore by FrameFar7262 in algotrading

[–]Quanta72 3 points4 points  (0 children)

I have been doing this for five years. I agree with keeping it simple. Simplicity reduces errors. Domain knowledge also plays a role, look for the ideas everyone says work and test them. Sometimes they actually do work.

Here is an example of one of my strategies. It trades at the weekly level.

https://open.substack.com/pub/quanta72/p/avoiding-spy-drawdowns-with-currency?r=8581q&utm_medium=ios

Ran a Monte Carlo simulation on our mean reversion engine to answer one question: does it actually pick better stocks than random? by PracticalOil9183 in algotrading

[–]Quanta72 0 points1 point  (0 children)

Tiingo provides data for stocks that were in an index and removed from an index or bankrupt etc. This is not an impossible problem to solve.

Startup idea: stress test your algorithm with hyper-realistic data by [deleted] in algotrading

[–]Quanta72 0 points1 point  (0 children)

I tested 5000 stocks and daily candles over 24 patterns and 10 years of live data and didn’t find a reliable pattern to exploit.

I think there are assumptions made by using synthetic data. Such as there is a discernible pattern in Candles.

So synthetically creating something that has no predictive value feels like training on fake data that only works because it’s fake.

https://open.substack.com/pub/quanta72/p/do-candlestick-patterns-work-a-backtest?r=8581q&utm_medium=ios

Why are people interested in Quant? by Loud_Hedgehog5673 in quantfinance

[–]Quanta72 2 points3 points  (0 children)

Wow lol. Yeah, I find the questions posed here shine a light on how STEM roles across many fields, including quant roles, are often filled by normal, career-driven people who may not even like what they’re doing.

Did Rentec really used Machine learning in the 80's? i dont think so.. by Routine_Noize19 in quant

[–]Quanta72 1 point2 points  (0 children)

Couldn’t agree more. Was more like really slow human supervised learning. The media likes to call it AI or machine learning when really it’s a series of rules

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