sven
Well-Known Member
Kick it off
After a quick intro in Hi there...time to get serious?
Followed by a basic brain dump over on Can't measure success without setting a Goal..or two...and you are gonna need a plan.
I basically set out a very high level outline of where i am and where I want to get to and the things that have caused me issue in the past.
I put out a basic straw man of the following...
Some great points from @jack that I may have it backwards choosing platform and broker before attempting to investigate an edge. There is a lot of sense in that statement and obviously dipped in some experience.
I did mull it over and ultimately discounted (for now) the idea of getting into data /edge first and then looking for a broker that meets my needs for access in favour of just looking for a platform then broker.
Why if its great advice sven?
But ultimately I'm most concerned about not getting anything to market and for now at least want to just keep it as vanilla as possible. I realise that will likely result in vanilla results but it's a start.
So.. the sooner I start this the quicker I can toss it in the bin and comeback to @jack 's Idea lol.
With that in mind and the absence of a better home, I'll treat it like a journal.. you can see my random thoughts and feel free to chime in.
Next up.... Platform Choice.
After a quick intro in Hi there...time to get serious?
Followed by a basic brain dump over on Can't measure success without setting a Goal..or two...and you are gonna need a plan.
I basically set out a very high level outline of where i am and where I want to get to and the things that have caused me issue in the past.
I put out a basic straw man of the following...
- Platform choice.
- Define requirements
- Research the options
- Evaluate shortlist
- POC
- Choose.
- Broker choice.
- Supported brokers for platform.
- Additional Api requirements?
- Trust
- Funding.
- Define System Pipeline
- High level approach to Algo research, dev through to deployment. Timeframe/instruments etc. How to evaluate, discard, test deploy etc. How to monitor post live!!, how to integrate new systems into the portfolio.
- Risk parameters and kill switch.
- Algo!!!!
- ideas and the pipeline.... loop loop loop.. Go live!!!... monitor as per pipeline.
- GOTO Algo...
Some great points from @jack that I may have it backwards choosing platform and broker before attempting to investigate an edge. There is a lot of sense in that statement and obviously dipped in some experience.
I did mull it over and ultimately discounted (for now) the idea of getting into data /edge first and then looking for a broker that meets my needs for access in favour of just looking for a platform then broker.
Why if its great advice sven?
- I've been plagued/burnt in the past where I've went down a rabbit hole building testing frameworks and playing with jupyter notebooks. I have always struggled to get systems to the market.
- I'm primarily interested in time series and not order book based algos. Not to say I wouldn't but I simply don't have any insight on them. I think the tools for TS are freely available and won't require me to be bespoke.
But ultimately I'm most concerned about not getting anything to market and for now at least want to just keep it as vanilla as possible. I realise that will likely result in vanilla results but it's a start.
So.. the sooner I start this the quicker I can toss it in the bin and comeback to @jack 's Idea lol.
With that in mind and the absence of a better home, I'll treat it like a journal.. you can see my random thoughts and feel free to chime in.
Next up.... Platform Choice.