Short Term Trading Week Starting: 14 Jan, page-4

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Hey @wilfran1pm @sci9249 @radx @VVX565 +others

Excellent discussions last week!

I listened to a bunch of the podcasts Sci posted and did some other searching and reading about Amibroker and Bandy wilfran suggested. Really a shift in my mindset tbh.

Few take aways:

-basic models / approaches likely more suitable to avoid curve fit (finding huge returning backtests that are likely to fail going forward by something not foreseen or excluded by over optimising)
-back testing / testing basic ideas are a good way to find suitable trades / edges
-strategies that work across markets are likely more robust or will have more longevity
-difference between momentum and mean reversion strategies, markets favour either at different times
-strategies don't work forever, need to review, revisit, retest periodically
-its ok to deploy multiple strategies, don't need to find the one big system.
-a simple system that can minimise drawdowns during recessions / bear markets that invests in a ETF reinvesting dividends will outperform money managers.

I've had probably a couple dozen other realisations listening through but have been quite passive so far rather than noting everything down.

I'm quite motivated to keep listening, taking notes and ultimately choose a software or process to test or replicate basic systems to get into the mindset.

What is the best place for us to continue to chat? STT weekly threads are a great melting pot but its obviously quite fast paced and the changing threads mean its easy to miss posts etc. Should we create a thread in XAO or XJO with Algorithmic trading topic selected?