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Learning from Gary Chan – How to Start with Algo Trading?

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Here is a real life example from Gary Chan sharing the way he started running Algorithmic Pair Trading strategies. Its a pretty old video taken from NYC Algorithmic Trading Meetup. It is a must watch if you are algo trading enthusiast and willing to start your game.

Gary Chan gave keynote talk – in this clip he explains his motivation for sharing his work in a public meetup forum:

 
In this video Gary chan points out the examples he used for what his definitions of Easy vs. Hard are. Spoiler alert: Getting into Harvard is hard. Opening a successful restaurant is hard. Algorithmic trading is (by comparison) easy.

Gary walks through his trading infrastructure and toolkit:

Finally Gary shares the results of his actual backtests results on his Portfolio Pair Trading:

You can view the full slide deck from Gary’s presentation here:

Related Readings and Observations

About Rajandran

Rajandran is a Full time trader and founder of Marketcalls & Co-Founder of Traderscafe, trades mostly using discretionary Trading Concepts like Market Profile, Trading sentimental analysis, building timing models, algorithmic trading models. Instructs professional traders, full time traders & aspiring full time traders. Rajandran attended college in the Chennai where he earned a BE in Electronics and Communications. Rajandran has a broad understanding of trading softwares like Amibroker, Ninjatrader, Esignal, Metastock, Motivewave, Market Analyst(Optuma),Metatrader,Tradingivew,Python and understands individual needs of traders and investors utilizing a wide range of methodologies.

Comments

    • says

      42 out of 100 trades will be profitable in case of nifty/bank nifty in 5min timeframe and the strategy winning ratio varies from timeframe to timeframe and scrip to different scrip

      Reply

  2. B S MURTHY says

    Hi Rajandran Sir, Is it possible to configure Amibroker with profitable strategies of buy / sell signals supported by free RTD from NEST TRADER and an Algo Plugin. If so, how much it would cost? I am using NESTTRADER platform. It would be still better if F & Os are included in the watch list for trading purpose.

    Reply

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