November 2019
Beginner
394 pages
10h 31m
English
We've discussed in considerable detail the impact and causes of profit decay for existing trading signals and importance of continuously searching for new sources of trading edge/advantage in terms of researching and building new trading signals. As mentioned, a lot of market participants have entire teams of quantitative researchers implementing and validating new trading signals full-time to achieve this. Searching for new trading signals, or alpha, is an extremely difficult task, and is not a well-structured or well-known process.
Trading signal ideas are brainstormed from live trading analytics, by inspecting periods of losses, or by inspecting market data and interactions between market data, market ...