How does the classic quantitative investing method run?

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i want to know how well the classic quantitative investing method run ,such as wavelet analasis, neural network, random process and so on.

I mean these methods refer to many complated math formula and i doubt their effects, but i don;t use them until now, so now i want to get some advice about them from some quants who use them and know them well.

Thank you very much.

 

it works very well. just look at company reports of some bigger quant fonds. but do they work with MetaTrader?

maybe you need to overthink your question. the question is not how "well" (please define) one strategy or another works. the real question is, once you have a working one, can you model it in MQL and execute it with MetaTrader and your broker. can this combination handle the amount of money you're planning to use. you can only trade what your platform and your broker allow you to do, so the challenge is to find a strategy that fits in this limitations. in principle you can do everything in MetaTrader. it's an open platform, you can connect it to other systems if you need to (for ex. MathLab). find a decent broker (preferable a commission charging one), develope/improve your MQL (+ other languages) coding skills or hire the right people, and you're on a good path.

 
paulepanke:

it works very well. just look at company reports of some bigger quant fonds. but do they work with MetaTrader?

maybe you need to overthink your question. the question is not how "well" (please define) one strategy or another works. the real question is, once you have a working one, can you model it in MQL and execute it with MetaTrader and your broker. can this combination handle the amount of money you're planning to use. you can only trade what your platform and your broker allow you to do, so the challenge is to find a strategy that fits in this limitations. in principle you can do everything in MetaTrader. it's an open platform, you can connect it to other systems if you need to (for ex. MathLab). find a decent broker (preferable a commission charging one), develope/improve your MQL (+ other languages) coding skills or hire the right people, and you're on a good path.

Thank you very much for your sincere reply.

But i think i should do more explaination about my above question.

1. I know there are some quantitative investing methods, such as wavelet analysis, random process, neural network and so on, which refer to much complicated math formulas.

2. I can't understand these profound formulas, so i  never use these quantitative investing method.

3. I don't know whether these methods work well or not(earn much money or not), so i ask this question.

4. If these methods work well, my next question is : when different persons analyse the same charting by the same quantitative investing method, wavelet analysis for example, whether these persons will get the same or similar result? If it is, the result is ok or not?

Thank you very much again. 

 
vx0532: i want to know how well the classic quantitative investing method run ,such as wavelet analasis, neural network, random process and so on.
When you registered, perhaps you missed the part about Any discussions except of concerning MetaQuotes Language 4 and auto trading are forbidden. You're off topic for this forum.
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