Back

Do you have an intraday algo you think is worthy of a trading line allocation?

Beta: <.40

Sharpe: > 1.25

If correlated to market, then vola should be very low.  If uncorrelated to market, then Beta vs. Spy should be <.35

Drawdown: <8% - 10%

Reach out to me if you have backtest data to share. Forward testing cash equity strategies live is very easy to do. If the back test data hits these basic benchmarks, we'll forward test live and if the data is within sample....let's make some money.  Models selected for live testing will be optimized and deployed internally with cost/slippage settings that will boost performance. 

 

Update Backtest








Update Backtest





0

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.


Loading...

This discussion is closed