Re:Neural Net Side Project Makes $3500/mo Trading Stocks
by kasey_junk on Tuesday February 07, 2017 @08:42PM
(#13594939)
In my experience? The later. Regime change is a killer in trading algos.
Further, accurate back testing is very difficult for lots of reasons, the most obvious being your own actions aren't reflected.
Most algo firms use historical data to develop a hypothesis & then many different ways to validate that hypothesis. Test trading being the one with the most weight.
Further, accurate back testing is very difficult for lots of reasons, the most obvious being your own actions aren't reflected.
Most algo firms use historical data to develop a hypothesis & then many different ways to validate that hypothesis. Test trading being the one with the most weight.