November 2019
Beginner
394 pages
10h 31m
English
Content preview from Learn Algorithmic Trading
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Optimizing trading signals
In section, we discussed that trading signals with static input cannot deliver profitable results consistently, given that market conditions and market participants evolve over time. In the previous section, we saw how having a large quantitative system that can continuously compute and store results for different trading signals over time can help us to deal with this. Another component that should be part of a sophisticated algorithmic trading business' arsenal is a data-mining/optimization system capable of taking existing trading signals, building a very large number input instrument and parameter combinations, and then trying to optimize over that very large population of similar, but slightly different, trading ...
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