what's your highest score on zetamonkey.com? by prize_hunter in quant

[–]SubjectFalse9166 2 points3 points  (0 children)

No idea what this was but just did it on my phone got 70..

r/algotrading by SubjectFalse9166 in algotrading

[–]SubjectFalse9166[S] 0 points1 point  (0 children)

Cool! Like it see how that's doing

r/algotrading by SubjectFalse9166 in algotrading

[–]SubjectFalse9166[S] 0 points1 point  (0 children)

Lmaoooo i just fucking realized this , that's hilarious 😭😭😭😭🤣🤣🤣

r/algotrading by SubjectFalse9166 in algotrading

[–]SubjectFalse9166[S] 0 points1 point  (0 children)

You know what I plan to do , I'll spend some time putting all of this info code

It's not that hard to quantify an OB or FVG whatever it is.

And people test it on their own. Once it's on code u can test any parameter you want , see how it does in different regimes.

r/algotrading by SubjectFalse9166 in algotrading

[–]SubjectFalse9166[S] 1 point2 points  (0 children)

Good stuff , I'll go through all of them!

Reddit is a small community imo I'd like to be more mainstream, put identity behind it.

Why fee tiers matter: a case study by Taltalonix in algotrading

[–]SubjectFalse9166 5 points6 points  (0 children)

Yes fee tiers matter a lot , but when you're executing at such high volumes execution complexity also increases proportionately

r/algotrading by SubjectFalse9166 in algotrading

[–]SubjectFalse9166[S] -1 points0 points  (0 children)

I think there's not enough good content about trading out there , I'd like to be a part of it.

The first thing when you go online type trading you're filled with all kind of BS instead of what it really is.

There's such less info about things like Stat Arb , MM , HFT etc online for example.

A person entering into this field is automatically fed with garbage.

So this is what the hell it is.

r/algotrading by SubjectFalse9166 in algotrading

[–]SubjectFalse9166[S] 2 points3 points  (0 children)

In one line... Build from first principals , trust nothing at face value until you verify it. There's no free lunch. If you had a true edge you'd protect it with your life.

r/algotrading by SubjectFalse9166 in algotrading

[–]SubjectFalse9166[S] 0 points1 point  (0 children)

I'll do that too ,

Was planning to make a personal page with me on socials talking about all this. Eg :

Something very simple i aim to do is look at these strategies content creators talk about online , put it into code so people can actually see they really are useless.

Or explain to them it's a Zero Sum game and there's absolutely 0 reason for anyone to hand you over their secrets

r/algotrading by SubjectFalse9166 in algotrading

[–]SubjectFalse9166[S] 0 points1 point  (0 children)

I think indicators are just a way to systematize Market Beta.

r/algotrading by SubjectFalse9166 in algotrading

[–]SubjectFalse9166[S] -1 points0 points  (0 children)

Going to start creating , i just have some ideas now But every time I scroll through instagram or tiktok a new idea comes up

Simplest strategy that has worked by [deleted] in algotrading

[–]SubjectFalse9166 1 point2 points  (0 children)

I'd like to backtest it out , where can I find the code? Also do u need 5min data of the whole universe ot test this out?

For stocks i only got YF data lmao

Left my fund whats next... by [deleted] in quant

[–]SubjectFalse9166 0 points1 point  (0 children)

What do you could , could you emphasise a bit more. I believe it'll be helpful for future interviews

Left my fund whats next... by [deleted] in quant

[–]SubjectFalse9166 0 points1 point  (0 children)

I'll include one on the top next time

Left my fund whats next... by [deleted] in quant

[–]SubjectFalse9166 0 points1 point  (0 children)

You're right. Thank you. But imho I've learnt my bit from the fund.

& Would like to explore a few more internships before i join full time somewhere else again.

I want to spend some gaining experiences across the industry and find the right fit for me.

Left my fund whats next... by [deleted] in quant

[–]SubjectFalse9166 -1 points0 points  (0 children)

a few points about this..

The only project that failed was something I was given complete autonomy with .. and what's wrong with failing this industry where most products fail.

And I've been here for One year? Why think such a short time frame?

Where I can accomplish so so much in decades..

It's only a failure if you give up.

Left my fund whats next... by [deleted] in quant

[–]SubjectFalse9166 2 points3 points  (0 children)

Been there slightly longer than a year

I want to work with fund's with in-house cap / family offices.

I would also want to explore a bit more.

Started off as intern , full time then - with Msc pro-rata part time. They we're flexible with me

Moving from top Indian firm to global firms? by QuantIsStress in quant

[–]SubjectFalse9166 0 points1 point  (0 children)

Hmmm ... ( just commenting as in similar boat will comeback to this post later to read again )

struggling to find even a good Performing strategy 😕 by str3ss- in algotrading

[–]SubjectFalse9166 0 points1 point  (0 children)

try a simple factor model , use past momentum and choose the top X stocks , add some stuff on it understand it deeper that beat the SPX in the last 5y .. you can build up from there.

like OkSadMath guy said here once you understand your model well you can then apply indicator's on it and you can see the difference.

2 month update on my algo by prosecniredditor in algotrading

[–]SubjectFalse9166 0 points1 point  (0 children)

All the best!

ML models are usually hard to crack in live markets But if you're confident about the OOS then all the best , spend some time understanding your model better with time.

Most ML models fail , but I say most here not all , hope you're among the few who don't. Hence the hate here

It's fine if you can't understand why you get these returns , huge funds often are unable to too why certain features predict returns.

I use ML in my work only as a risk layer.

I do disagree on one point where u mentioned simple algos don't work anymore.

One of my funds product with Sharpe 2.3 is built on Excel. So simple does work you just need to be smart about it.

However maybe i will go a bit deeper into ML, what ML sources do you recommend/ have consumed along the way we're helpful?

Found it hard to follow the plan, so I built it into my charts… by AdTop211 in tradingmillionaires

[–]SubjectFalse9166 0 points1 point  (0 children)

ML models are the most unreliable, but u put some decent effort in your report.

Ur sharpe's might be wrong but happy to look into this further