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NOOB NEED HELP

 

Hi everyone.
I have been trying to learn quantitative trading for a year. I still have many doubts. My intention is to create a multiday stock market strategy. I still don't quite understand which approach to follow. What advice do you have? strategies based on technical analysis? I'm not really convinced. If I tried to create some mathematical-statistical model where can I start to understand how to do it?
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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.


Depends on your background/interests/philosophy on financial markets. (Almost) every trading strategy can be executed systematically, so it really boils down to what makes sense and is interesting to you.

Some potential ideas:

  • If you come from an economics background, a macro factor-based model could be a good intuitive framework to start with
  • If you come from a finance background, a fundamentals-based valuation model could be good
  • If you come from a statistics background, try various time series models relying on mean reversion or trend-following phenomena
  • If you come from a math/physics background, try some information diffusion-type models such as order flow
  • If you come from a machine learning/AI background, try some reinforcement learning, deep learning, recurrent networks
  • If you come from a software engineering/programming background, maybe explore some latency-based plays
  • If you come from a discretionary daytrading background, try some indicator-based strategy 
There are many examples in the Strategy Library, so take a look at what's interesting and just play around on your own. Explore as many ideas/perspectives as you can.

Good luck!

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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.


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