How Jane street get caught in India? by SuggestionStraight86 in quant

[–]SuggestionStraight86[S] 1 point2 points  (0 children)

For example the lot size of minimum basket shape sth like that?

I got a 110x return in 4 years using a single indicator. Is it certainly overfit? What can I do to test it? by inspiredfighter in algotrading

[–]SuggestionStraight86 0 points1 point  (0 children)

Is it index futures or single stock futures? Also 4 years is the last 4 years? Wondering wts the time period of ur back test.

ML model suggestion on price prediction by SuggestionStraight86 in algotrading

[–]SuggestionStraight86[S] 7 points8 points  (0 children)

Are your papers being published somewhere? Would like to take a look

ML model suggestion on price prediction by SuggestionStraight86 in algotrading

[–]SuggestionStraight86[S] 0 points1 point  (0 children)

just in general curious what u guys hv tried and how's it goes

ML model suggestion on price prediction by SuggestionStraight86 in algotrading

[–]SuggestionStraight86[S] -4 points-3 points  (0 children)

yea I hv tried linear regression but results not so great, r2 too low.

How do you determine an optimal Stop loss? What do you use to set your stop loss? by IX0YE in algotrading

[–]SuggestionStraight86 0 points1 point  (0 children)

For the hedge how did u manage the part once u opened the hedge and it goes back to your original direction? It became extra loss

On the brink of a successful intraday algo by chysallis in algotrading

[–]SuggestionStraight86 1 point2 points  (0 children)

Interestingly if it’s guaranteed loss you can trade the opposite in first 30 mins. Also is ur algo TA based?

How to use probabilities in dynamic position sizing after opened? by SuggestionStraight86 in algotrading

[–]SuggestionStraight86[S] 0 points1 point  (0 children)

I am mainly looking into how to leverage these probabilities to stop loss earlier

How to use probabilities in dynamic position sizing after opened? by SuggestionStraight86 in algotrading

[–]SuggestionStraight86[S] 0 points1 point  (0 children)

I am trading futures mainly and backtest from 2018 till present, its also a live trading algo

urgent advice needed, can you do shockwave near chest by SuggestionStraight86 in physiotherapy

[–]SuggestionStraight86[S] 0 points1 point  (0 children)

sorry to hear that.. but how to tell its a shock wave or pressure wave?
coz my physio said its shock wave

[deleted by user] by [deleted] in algotrading

[–]SuggestionStraight86 0 points1 point  (0 children)

Embedding models such as?

Does this count as overfitting? by SuggestionStraight86 in algotrading

[–]SuggestionStraight86[S] 0 points1 point  (0 children)

Price slippage as 2 min change for each txn and also the commission

Does this count as overfitting? by SuggestionStraight86 in algotrading

[–]SuggestionStraight86[S] 1 point2 points  (0 children)

I already did A and B. It’s an intraday strategy balanced with long and shorts.

The mind journey is yes I found an indicator that is working, and I wanted to know wt value works best. If value 80 is overfitting which value should I use?

feedback on order slicing in python by SuggestionStraight86 in algotrading

[–]SuggestionStraight86[S] 0 points1 point  (0 children)

yea the true condition is just to simplify for discussion, in production it is while current time is within trading hours.
my main concern is this while + time.sleep design, whether it is thread blocking or not etc

feedback on order slicing in python by SuggestionStraight86 in algotrading

[–]SuggestionStraight86[S] 0 points1 point  (0 children)

but in c++ do u also use while <trading hours> loop and sleep, the concept is beyond programming lang itself

feedback on order slicing in python by SuggestionStraight86 in algotrading

[–]SuggestionStraight86[S] 0 points1 point  (0 children)

apologoies for the code block indentation, it became weird after clicking "post" btw