Saturday, February 14, 2009

Algorithmic Trading

For around 3 months now I have been dabbling in algorithmic trading, and I feel that it is time now to standardize the process I am using.  

The following steps are cycled through until a strategy with desirable performance is developed:
  • Strategy idea
  • Strategy development and coding
  • Backtesting strategy on historical data
  • Error checking and controls for realistic performance 
  • Optimization of strategy parameters
  • Comparing strategy statistics to verify improvement
I will share progress as soon as something more concrete is found.  As of now I have 2 strategies developed, one in stage IV on its fifth version, and one in V on its third version .  
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