Can someone please share your research methodology of systematic trading strategies? I feel like I am always using the a same data driven procedures over different underlyings and would like to get some inspiration.
Here is my simple process 1) determine if there is any market regime pattern 2) Find suitable predictors using price/fundamental data 3) Combine weak predictors with some machine learning/ensembling techniques 4) Refine trading rules with accurate sizing and stop loss/profit.
If there is any existing forum or journals that are discussing topoics like this please also share.