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:
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Manpreet Singh says
December 1, 2014 at 11:15 amHai Rajandran
Can you please tell how much accuracy we can expect from super trend indicator
Rajandran R says
December 1, 2014 at 1:18 pm42 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
B S MURTHY says
January 10, 2015 at 2:03 pmHi 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.
Rajandran R says
January 10, 2015 at 3:36 pmYes possible but to do that you need a profitable strategies and sufficent knowledge about algortrading in NSE