Brainstorming Trading Strategies

Inspired by Awesome Machine Learning and A gallery of interesting IPython Notebooks, I decided to publish my personal notes on brainstorming trading strategy.

Since I am beginner of quantitive and algorithmic trading, there may be mistakes in this list. Please point it out in the thread below.
Let me know if you want to add or change anything.

Here is the link


Update Backtest

I just wanted to say thanks for posting your notes. I love some of the more academic posts around here (like this one), as they add new dimensions to our trading environment.


Update Backtest


The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


This discussion is closed