Strategy Development: Modelling

[ShaunWhite]

Speaking of slicing plywood at angles, I made this a while ago for peanuts out of a block of scraps I glued up.

I did it after playing with excel, or was it the other way round

It's not on topic but if chewing gum on sticks is, then inspiration for slicing through layers of data is too!

[ShaunWhite]

The compensating factor I'd say is an edge that is up many hundreds of ticks should be at less of a risk to slight misses

Many hundereds of 0.94 of a tick actually

[ruthlessimon]

Actually, that'd be interesting to know.

Whether it's better to actually build something that can be traded (real stakes).
Or be built "theoretically tradable", to highlight general biases

My issue is you'd be limited by using real stakes - to what you "assume" will be profitable. Excel you can do literally millions of combinations, but the results will have a slight error component.

[ruthlessimon]

Imagine 2months in & having a new trade idea. It's gonna have to start from scratch if I'm trading it live, then a couple of months to tell if it even works. But then that data is "dirty" & cannot be used for any other experiments.

[ShaunWhite]

Whether it's better to actually build something that can be traded (real stakes).
Or be built "theoretically tradable", to highlight general biases.

Find the theoretical.
Implement practically.
Ditch or scale up and add to portfolio.
Repeat.

.... Meanwhile something that did work isn't anymore, is it real change, seasonal change or varience?

It's bot development 101 but you're the bot, which adds huge benefits as well as human weaknesses

Or light the inscense and wing it (by the way TITZ is less interesting to read than Nuts even though you'd image it would be the opposite)