Showing posts with label trading systems. Show all posts
Showing posts with label trading systems. Show all posts

Saturday, September 19, 2015

Plan of Action

In order for us to get our idea off the ground, we have a clear plan of action:

1) Develop an algorithm for Quantiacs using Matlab and ML
2) Develop an algorithm for Quantopian using Python and ML
3) Create a library that quantifies the impacts of small traders on the market
4) Create a website with method of payments using Shopify
5) Publicize our company via blogs, news, conferences and social media
6) Resolve all legal aspect of registering and operating company in the US
7) Create our own broker company and contract
8) Create a Kickstarter campaign
9) Develop software to help investor make decisions about optimizing their investment in stocks and real estate

This project is part of LaunchTech:


Track record: Quantiacs algorithm performance

The Quantiacs trading competition is held every half a year. An algorithm trained on historical data is tested for 3 month. After the winner is determined, the algorithms' performance continues to be public on the Quantiacs website. Here is my current top algorithm's performance on the new data.
U signifies the upload date, after which no changes to the algorithm has been made. The plot shows how the returns of the algorithm survived through the market crash of August 2015.
Trading Days89
Perf.
2.16% (6.34% p.a.)
Volatility4.37%
Sharpe Ratio
1.445
Sortino Ratio
2.183

Alternative investing strategies: real estate, algorithmic trading

You can invest in real estate with Rich Uncles service:
But how to choose the share of your budget you wish to allocate to this versus traditional investing? Our service offers a simple calculator. We also provide comprehensive analysis of the risks involved in investing into trading algorithms, and explain ideas behind our own algorithms on Quantopian, as well as quick guide how to register and start investing on that website.

Traditional buy&hold investing like betterment and real estate overcome dispersion on the scale of 10 years:

Our clients may want a quicker returns in a fast paced world. Algorithmic trading provides 2+ Sharpe ratio.