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
Want to become Algo Trader ? How to start learning Algo Trading? Algorithm trading is a system of trading which facilitates transaction decision making in the financial markets using advanced mathematical tools.Here are the basic steps an algo trader […]- Amibroker – Button Style Manual Trading Control for NEST/NOW Here is a button style manual control to place One-Click Trading from Amibroker Charts. He had desinged the framework for sending manual click button trading from Amibroker to NEST/NOW […]
- Buy at Today’s Close and Sell at Next day Open – Do Simple Trading Strategies Really Work? [Part2] Do simple trading strategies really work in Indian Markets? This curiosity in me raised again, after looking into a simple backtest buy at today's close and sell at next day open which […]
- [Webinar] : How to Send Automated Orders from Amibroker This Webinar will focus on how to send automated orders from Amibroker using Algostudio. It helps traders to understand the nuances involved in Automated trading, challenges faced by the […]
- 5 Common Mistakes Amibroker based Algo Traders Make That You have to Avoid Starting your own algo trading can be both rewarding and challenging at the same time. The joy of starting something on your own and which trading on its own with a set of trading rules […]
- [STA2018] Systematic Trading using Amibroker – Online Workshop You know that Amibroker is one of the best tool to create custom trading strategies, Signal Generation , Performing Technical analysis and even test/validate your trading models. At […]
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