Quant analytics looking for asimple algo trading strategies to implement




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Quant analytics looking for asimple algo trading strategies to implementQuant analytics: Looking for a simple algo trading strategies to implement

Quant analytics: Looking for a simple algo trading strategies to implement

I am a college student who is very interested in algorithmic trading. I am currently building a automated trading system for fun. Right now, all the technology is ready, but only a strategy is missing. Equities, derivatives and FX are the instruments I could trade. Looking for advice from the expects like you!

what is Implementation shorfall?

Looks a chart analysis, and try to reproduce the same

I like this Strategy used on Forex. (Implemented on GodBot for MQL4).

Open long: DEMA is growing up and a bullish candle crossed the lower Bollinger Band from below to above.

Open short: DEMA is falling down and a bearish candle crossed the upper Bollinger Band from above to below.

Close long: A bearish candle crossed the upper Bollinger Band from above to below.

Close short: A bullish candle crossed the lower Bollinger Band from below to above.

I agree G-Bot is a good place to start.

I think coming up with a strategy is pretty easy (i. e. short volatility) but the trick is backtesting properly to avoid data snooping and survival bias. Learn how to do that with MATLAB or another program. Then you can implement your strategy.

Also, your strategy should depend on your amount of capital, brokerage fees, software/hardware infrastructure etc.