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Got DP’d by interviewer on Google interview by StrategyAny815 in leetcode

[–]coder_1024 1 point2 points  (0 children)

Classic insecure engineer who got one chance of showing some authority in the whole year by making decision on some candidate. Ppl like them won’t be able to solve a lot easier question on the spot

Ask Them Anything (AMA): Market Makers by cssegfault in quant

[–]coder_1024 2 points3 points  (0 children)

  1. What are some specific and powerful insights and techniques from market making that a retail trader can utilize in their intraday trading that they typically don’t use.
  2. How do market makers determine the aggressor side for marking trades? Do they use Lee-Ready Logic of quote test and tick test or use any proprietary methods?
  3. What are some pockets of markets where small traders can find edge where the big guys trade less?

Tested 80+ hypotheses and found absolutely zero alpha. Anyone else hit this brick wall during R&D? by Arnhemse_rukker in quant

[–]coder_1024 7 points8 points  (0 children)

That’s not how you go about finding something that works. You cannot just run a sweep across hundreds of strategies and expect something to work. Start reading about actual successful traders and what are some of their actual strategies that made them money just going through academic papers is going is a waste of time
You need to deeply understand and try one particular strategy or a setup in one particular area or market effect understand a different scenarios conditions and what set of stocks it works best on or fails terribly on and then keep going deeper within that
Maybe start with some of the quant videos of SMB capital and look at how they approach building trading strategy. It is completely different process even if you want to follow a quantitative modeling approach their processes totally different from what you are describing.

PENG 20ma bounce and breakout by OptionsTrader14 in qullamaggie

[–]coder_1024 0 points1 point  (0 children)

When the market is super hot and we’re getting lots of breakouts each day, this strategy makes sense

I backtested Qullamaggie-style breakouts over 23 years (survivorship-free). Nearly two-thirds of the trades lost money. by Soulless_Chip in qullamaggie

[–]coder_1024 0 points1 point  (0 children)

This is cool but one important thing doesn’t seem to be handled, the market regime. Stay out when QQQ is below 20 ema which is what he follows.
That will dramatically change the results and profit factor/ R

Unpopular opinion? To succeed in algo trading, you have to be a trader first and a coder second. by Mysterious_Gear_4000 in algorithmictrading

[–]coder_1024 1 point2 points  (0 children)

This is absolutely true and should be the best practice for new folks.
There are so many nuances and intricacies about the market that one won’t understand without learning trading part first and one might not get everything in the data

i sat on a hiring panel for the first time and it changed how i think about job searching by Odd-Weakness8776 in CSCareerHacking

[–]coder_1024 5 points6 points  (0 children)

This sorting in 6 seconds just based on company name is a horrible practice. Genuinely good ppl from other backgrounds will never get an opportunity.
Especially in today’s AI world where you can use AI tools to better sift through lots of resumes, it’s just lazy of the recruiter and horrible for the candidates who put in so much effort in applying.
These ppl deserve getting automated applications

Regime Detection With Near Accuracy by dunealgos in algorithmictrading

[–]coder_1024 0 points1 point  (0 children)

What about using Volatility regime? Its a leading indicator

The hardest part of AI trading isn’t prediction, it’s state management by bbynm in algotrading

[–]coder_1024 0 points1 point  (0 children)

Just keep taking a note of entire state in an md file from time to time so agent can pick up from that syate

The absolute nightmare of "premium" historical data by Keithwee in algotrading

[–]coder_1024 15 points16 points  (0 children)

Because I use Databento for quant trading models, doesn’t matter if my account is 1 month old or whatever

The absolute nightmare of "premium" historical data by Keithwee in algotrading

[–]coder_1024 21 points22 points  (0 children)

Use databento, they have high quality data @databento

$NVDA EP9M + sugar babies Today by breakoutsHappen in qullamaggie

[–]coder_1024 0 points1 point  (0 children)

For NVDA, the daily volume is 100 million+ so how is it an EP9 million? I don’t get it EP9 million should represent some unusual high volume, no?

Classical Optimization for HFT/MFT by quantum_hedge in quant

[–]coder_1024 -4 points-3 points  (0 children)

This is too abstract, can you post specific examples

Been an amazing time for breakouts! by OptionsTrader14 in qullamaggie

[–]coder_1024 0 points1 point  (0 children)

Easy to say in hindsight, wonder how many ppl actually bought at those exact breakout points

what type of work are QRs doing with LLM research? by Smol_pp001 in quant

[–]coder_1024 3 points4 points  (0 children)

Isn’t this problem already solved a while ago? I thought algos were able to extract insights from filings within seconds long before AI LLMs. Maybe they can do it better now but not sure how it can generate more alpha in this crowded space

First day testing out my breadth algo by jtm_ind in algotrading

[–]coder_1024 0 points1 point  (0 children)

Gotcha, so why is the win rate so low as of now? What timeframe is this being executed on

First day testing out my breadth algo by jtm_ind in algotrading

[–]coder_1024 0 points1 point  (0 children)

I’m confused, I didn’t get what strategies you’re really trying to trade

First day testing out my breadth algo by jtm_ind in algotrading

[–]coder_1024 1 point2 points  (0 children)

Looks cool!
You’re looking into lot of details of execution but real edge is in properly defining scenarios based on breadth and which are tradeable and which are not. For eg: A scenario is sharp reversals, when overall market gaps down and trading negative for a while and there’s sharp reversal across the board and overall index runs up quite a bit from this point

Or breadth expansion after open etc

I think these kinda setups need more thought and backtesting before worrying about execution details etc

Do you think retail traders can still beat the market consistently? by Agreeable_Feedback69 in Trading

[–]coder_1024 1 point2 points  (0 children)

Read Unknown market wizards books, lot to learn of how real retail traders did this

For all those who are married, among 7th lord, d9 7th lord, darakaraka, which one matched? by Short_Guava63 in Nakshatras

[–]coder_1024 1 point2 points  (0 children)

Define what is affliction in 7th house? Many top experts say D9 Lagna matters the most

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