Hey @TradeZero — any update on the timeline for the WebSocket / real-time API that’s listed as coming soon? A lot of us would love to build tools and integrations on top of the platform.
You need to do continuous research.
Strategies have finite lives and poorly tested ones might not even work in the first place.
Use rapid prototyping - build quickly, test thoroughly with out-of-sample data, parameter sensitivity, discard failures fast.
List of books on machine learning, data science, or just traditional quant stuff I actually read and enjoyed without pretending, have a nice weekend!
- Ernest P. Chan - "Quantitative trading: how to build your own algorithmic trading business"
- Keith Fitschen - "Building Reliable Trading Systems: ..."
- Eugene A. Durenard - "Professional Automated Trading: Theory and Practice"
- Steven L. Brunton, J. Nathan Kutz - "Data-Driven Science and Engineering: Machine Learning, Dynamical Systems, and Control"
- Marcos Lopez de Prado - "Advances in Financial Machine Learning"
- Tony Guida - "Big Data and Machine Learning in Quantitative Investment"
- Irene Aldridge, Marco Avellaneda - "Big Data Science in Finance"
- Agostino Capponi, Charles-Albert Lehalle - Machine Learning and Data Sciences for Financial Markets: A Guide to Contemporary Practices”
- Matthew F. Dixon, Igor Halperin, Paul Bilokon - "Machine Learning in Finance From Theory to Practice"
- Stefan Jansen - "Machine Learning for Algorithmic Trading: ..."
- László Györfi, György Ottucsák, Harro Walk - "Machine Learning For Financial Engineering"
- Riccardo Rebonato, Alexander Denev - "Portfolio Management under Stress: ..."
And for those worthy:
- Charles K. Chui, Guanrong Chen - "Kalman Filtering: with Real-Time Applications"
@daytradingzoo Yes I have been using it for a few days now. My agents are busy, one downloading sec filing and data. Another is backtesting on a backtester that it built in an hour! So much possibilities with agents doing the work.
@NewsFromReunion Sorry I meant 1613
"In 1613 an Honourable East India Company ship was scuttled near Allihes in West Cork. Over the last few years a number of ship’s timbers and cannon balls have been washed up on Trá na Fearla"
@daytradingzoo I think of it as a tool like a calculator. Did calculator's make us more stupid, maybe. Can we complete complex task more accurately and quicker, YES.