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:
httpv://www.youtube.com/watch?v=zfko4fT0Mxo
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.
httpv://www.youtube.com/watch?v=eaF4CgtmWXo
Gary walks through his trading infrastructure and toolkit:
httpv://www.youtube.com/watch?v=D0twZuvvB1A
Finally Gary shares the results of his actual backtests results on his Portfolio Pair Trading:
httpv://www.youtube.com/watch?v=5_y_1dKFstk
You can view the full slide deck from Gary’s presentation here:
Hai Rajandran
Can you please tell how much accuracy we can expect from super trend indicator
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
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.
Yes possible but to do that you need a profitable strategies and sufficent knowledge about algortrading in NSE