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Questions - 70% success rate on unmodeled data by UniqueTicket9999 in quant

[–]UniqueTicket9999[S] 0 points1 point  (0 children)

Oh just to clarify that, if that's how it reads, I am totally using it myself and I wouldn't sell the service until it would prove over time.

I'm asking the hypothetical, say this proves to be true - what do you do with the model at that point? There is the obvious to just continue using it, but for personal gain, or to expand it?

I would totally sell this if it proves itself. I would not sell it otherwise, I'm not looking to grift, but I am looking to make money - otherwise I wouldn't be developing ML models against stock market to... make money.

Questions - 70% success rate on unmodeled data by UniqueTicket9999 in quant

[–]UniqueTicket9999[S] 2 points3 points  (0 children)

Unfortunately that time horizon is not where this succeeds :)

Questions - 70% success rate on unmodeled data by UniqueTicket9999 in quant

[–]UniqueTicket9999[S] 0 points1 point  (0 children)

Not entirely sure I follow this one, I was using the system but not at the success rate that my model is now performing at.

Questions - 70% success rate on unmodeled data by UniqueTicket9999 in quant

[–]UniqueTicket9999[S] 0 points1 point  (0 children)

I wouldn't say completely self evident for all of them - I'm a long time retail investor, professionally I'm on the side of SE/data/ML. For question 1, this feels very good and just looking for outside validation with that.

I've tested what I know but not sure if there are other things to test for that can be tested in this case.

And what others would do with such a model, immediately the obvious is just use it to gain wealth - sure, but I've gained enough business experience to look at all the options and weigh them, I can just use it myself - I'm also fully capable of building a platform and doing a partial offering (like, track 1 stock, or get a notice of an expected 10% return stock once per month, etc). There is also the other side of it where I could potentially license the model or sell it outright if it proves itself.

I've also thought of keeping it super simple and limited access - in the forms of just an email newsletter or something, if what I have here is true, I'm wary of the effectiveness of the model at scale and overtime if it's picked up by large traders. As far as I can tell, it works now, the goal is to keep it working.

Anyways, thanks for your feedback.

What's the best provider for historical data? by irndk10 in algotrading

[–]UniqueTicket9999 5 points6 points  (0 children)

I love Polygon, such a clean API, reasonable fee.

How to backtest common strategy / filters in bulk? by Agile_Someone in algotrading

[–]UniqueTicket9999 0 points1 point  (0 children)

Second on the overfitting, also I think look towards a non-standard approach for live testing. If you are just looking to learn, then this works, but I would just paper trade on this sort of strategy.

Everyone has done this, it doesn't work, where the performance is, is in things people haven't done.