Autowealth

36 reputation

	36 reputation	bio	website		visits	member for	6 months
2 badges		location	Atlanta, GA		seen	May 12 at 7:35

8 Actions

Jan 21	answered	When hiring a quant, how can I protect my IP?
Nov 12	awarded	Student
Nov 4	awarded	Teacher
Nov 2	comment	Backtesting benchmark / control test design The algo is allowed to update positions daily. The "set test" is "buy and hold". Both tests use the same set of stocks.
Oct 31	answered	How to account for transaction costs in a simulated market environment?
Oct 31	comment	Backtesting benchmark / control test design [2] It is somewhat difficult to force the algorithm to sell off all of it's positions at the end of the test period. For example, if the "test cash" provided for the test is low, Rule 431 may be triggered (and code would have to be written to deal with that issue).
Oct 31	comment	Backtesting benchmark / control test design [1] The "position" can affect the results.
Oct 31	asked	Backtesting benchmark / control test design