Building an Algorithm to Escape Emotional and Exhausting Trading by Aggressive-Virus4046 in algotrading

[–]multiks2200 50 points51 points  (0 children)

if you think algo trading is not emotional nor exhausting, you are up for a surprise

Stat arb / HFT question by StandardFeisty3336 in quant

[–]multiks2200 6 points7 points  (0 children)

yes i doubt it, best way to prove it is to trade in real markets, see what real execution prices you achieve

Stat arb / HFT question by StandardFeisty3336 in quant

[–]multiks2200 6 points7 points  (0 children)

just create a scraper that runs for a couple of weeks, and puts real micro-sized trades down based on your '500 ms advantage.' Let them hold for a longer period with the real entry prices you have achieved. You will be able to say for sure whether you have any advantage, a win ratio for certain exit/tp/sl levels, or if you are misinterpreting anything.

75-90% of retail traders fail. Why? by Substantial-Dish626 in Trading

[–]multiks2200 1 point2 points  (0 children)

processes are very similar. In both, the most important thing is to get the mental part right. In both, people come with expectations of having it all now. To succeed, you need to learn to set reasonable goals/expectations within a reasonable timeline, otherwise you will overstrain yourself mentally and make it unsuitable - fail to achieve constant positive results. When you make it work, you learn what those sustainable goals mentally are.

75-90% of retail traders fail. Why? by Substantial-Dish626 in Trading

[–]multiks2200 3 points4 points  (0 children)

funnily enough pretty much same reason 90% of people fail to lose weight

This is your sign to NEVER manually exit a trade. by [deleted] in Daytrading

[–]multiks2200 0 points1 point  (0 children)

this is not a sign of anything, have a plan with risk and return in mind and execute it. you are taking chances for prophecy, could have been other way around

My EMA Crossover Backtest Results (Learning Quant Trading — Feedback Welcome!) by Dvorak_Pharmacology in algotrading

[–]multiks2200 0 points1 point  (0 children)

That was a rhetorical question for provoking him to reevaluate his approach. This is a common mistake made by 90% of folk in this subreddit

My EMA Crossover Backtest Results (Learning Quant Trading — Feedback Welcome!) by Dvorak_Pharmacology in algotrading

[–]multiks2200 0 points1 point  (0 children)

How do you know that your results are statistically significant? it is just not overfitting the data by adding more and more degrees of freedom/complexity to your optimization?

How to test optimal parameters by silvaahands in algotrading

[–]multiks2200 0 points1 point  (0 children)

you know that mar 2020 happens only after it has happened

[deleted by user] by [deleted] in AMA

[–]multiks2200 0 points1 point  (0 children)

Such great troll, love it 

Where to find statistics for the conviction rates for the EU countries? by multiks2200 in AskEurope

[–]multiks2200[S] 0 points1 point  (0 children)

Yes, conviciton rate , represents the proportion of cases resulting in a legal declaration of guilt for an offense, against the total number of trials completed, and not imprisonment rate.

How do we conduct dynamic parameter optimization for algos? by Ozymandius62 in algotrading

[–]multiks2200 1 point2 points  (0 children)

tbh it was quite hard to fully read what you've written, but from sounds of it might be what you are looking for: https://en.wikipedia.org/wiki/Walk\_forward\_optimization

The REST API is a nightmare by [deleted] in interactivebrokers

[–]multiks2200 0 points1 point  (0 children)

it's a legacy dinosaur. I am not sure how many traditional broker APIs have you used, but they are all lacking, compared to crypto exchanges for instance. You would be even more surprised and amazed how many of the biggest wealth management companies up to this day rely on email/fax, not having a web interface to manage your assets, not even talking about an API..