All Questions
9 questions
1
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2
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364
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Interview question: strategy with perfect R2
I got a question in an interview, not sure if I got it:
‘’’
We trade stocks and futures, and you can both long and short for futures. Assume you built a perfect quantitative trading model with perfect ...
- 111
3
votes
2
answers
598
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Maximum profit from trading on a random walk with a specific strategy
My question is related to this thread, but I'm interested in a special case. Suppose that the price of an asset starts at 100 USD, and changes according to a geometric random walk; one step of 1% ...
- 141
1
vote
0
answers
222
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Relative Strength in Altcoins compared to Bitcoin
I trade stocks using relative strength analysis compared with S&P index. I was wondering if crypto traders do the same compared with Bitcoin price %change. These coins had a higher %gain than btc ...
- 11
1
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0
answers
906
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R squared of a good Trading strategy
What would you consider a decent R square value of a good trading strategy.
I know R squared is not a good metric for judging trading strategies but still at an initial stage how do you decide to ...
- 173
2
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1
answer
2k
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Why "profit factor" is used to compare trading strategies?
A lot of books/articles/trading forums mention that "profit factor" is probably the most important measure and should be used to compare different trading strategies. They define profit ...
- 21
1
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0
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93
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How to choose trades over time when capital is limited
Say I'm in the business of trading forward contracts. So at some point in time, I look at the markets, and determine a number of trades I could make. For each trade, I know the profit I expect to make,...
- 111
3
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2
answers
1k
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Why there is a Deviation on my RSI indicator in comparison from one of the other Trading Markets
Hello all, and sorry for this stupid question. I am using my custom RSI indicator to which I created programmatically. I follow the equation type from here. My problem is when I compare it with the ...
3
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1
answer
1k
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basic stock trading strategies [closed]
What are some trading strategies for stocks (just stocks, no derivatives) using freely available online data sources?
- 357
11
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1
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545
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How to select/construct benchmarks for black-box trading strategies?
When faced with a black box trading strategy with extensive historical data available, how would one select/construct a representative benchmark?
As a trivial example, when a strategy historically ...
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