I’ve programmed a backtesting framework where I’m trying models / strategies / algorithms over historical data. What passes validation goes into a live trading system (very minimal but functional).
Main problem: well, no killer strategy yet. Although I’m starting to get the feeling it’s more like having lots of them monitoring the market for appropriate conditions.
So far I’ve been working alone, after the day job. Time is one problem (I’ve a limited amount of it in this setup), sharing…