Anyone trading a quantitative strategy here?

[RSTrader]

I came on this website an hour ago to reply to a post. Started checking this website and WOW. This is a place for Einsteins..

First: I am a European (non English speaking) trader myself having three trading systems I trade in my own accounts. It took me 6y to develop a trading system which is rather basic but successful with 46% return last year. It is a typical backtested walkforward proven system.Trading signals are checked by neural nets and either rejected or passed.

Now, my system's algorithm looks rather idiot when I see the various subjects posted on this forum. OK, I know how to program, I know quite a lot about A.I. but genuine financial math is something totally unkown to me...but it tantalizes me already!

How do YOU apply that knowledge in the markets? Are you researchers? Or are you traders yourselves too? professional? Do you support traders as 'quants'?

Dying to find out!

 

[Joy Pathak]

Hey,

Welcome to QuantNet

You will find researchers, academics, traders, trader support, coders.... almost anyone related in anyway to financial engineering on this forum. Also, directors of MFE programs monitor the forums too, and so do administrative staff of programs.

To answer a part of your question:

I am a student in the Baruch MFE program and am also working on the side for Dr. Jim Liew of JKL Capital Management on developing an energy stat arb model to trade commodities(oil) and energy related equities. One of the first things that his slides said was, that "complicated doesn't mean better". If your model is simple and giving a good PnL then keep at it . Making it more complicated won't mean you will make more.

Once again, welcome.

 

[yzia]

I came on this website an hour ago to reply to a post. Started checking this website and WOW. This is a place for Einsteins..

Not true, I'm here.

 

[Andy Nguyen]

He probably meant Baby Einsteins.
Welcome to Quantnet and enjoy your stay.

 

[RSTrader]

Thanks for your answer!

Well, guess I know how and where these steady triple digits returns are made..... There's always room for improvement so maybe I should start looking into these matters...