Grail, trading systems, martingale, netting, pyramiding. Let's share our experiences and move towards our goal! - page 20

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secret #:
They came up with the idea, but it's below their dignity to use it in practice)

Well, why not) The articles alone are probably worth many millions in royalties) Again, quite a few of them sit in serious financial institutions on very good salaries).

So everything is not so bad with practice)

 
Aleksey Nikolayev #:

Well, why not) The articles alone are probably worth many millions in royalties) Again, quite a few of them sit in serious financial institutions on very good salaries).

So everything is not so bad with practice)

Have you ever come across any article about the usefulness of the volatility filter?) And among algotraders it's a typical solution, at the level of 2*2)
 
secret #:
Have you ever read any articles about the usefulness of the volatility filter?) It's a typical solution among algotraders, at the level of 2*2)

The first google link for "filter volatility trading". Not just an article, but a whole dissertation on P.H.D. - PhD in our language).

I do not claim that this is exactly what you're talking about (because I'm not ready to delve into it at this point), but if you want you can find anything about trading via google. So far I have not come across any meaningful idea of trading that has not been described many times in scientific literature. If it hasn't been described anywhere, it means that it is senseless).

What for algotraders is 2*2, for scientists is usually 1+1)

 
Aleksey Nikolayev #:

The first google link for "filter volatility trading". Not just an article, but an entire dissertation on P.H.D. - a PhD in our own words)

You see, you had to search. But algotraders do not need to look, they already know it).
 
Aleksey Nikolayev #:

So far, I have never come across a meaningful trading idea that has not already been described many times in the scientific literature. If it hasn't been described anywhere, then it is definitely meaningless).

This is because none of the algotraders publish working ideas. At best, they exchange them privately.
But individual thoughts do occur. For example, the consequences of gaps and the orientation of sessions - no mystery for anyone who can google) And many people googled and supported the discussion? On an open forum even a grail will be poo-pooed)
 
Aleksey Nikolayev #:

What is 2*2 for algotraders is usually 1+1 for scientists)

I'd say it's the other way around) in the field of algotrading, scientists are forever behind the practitioners)
 
secret #:
I would say the opposite) in the field of algotrading scientists are forever behind the practitioners)

Algotrading pundits sit in hedge funds

 
Dmytryi Nazarchuk #:

Algotrading pundits sit in hedge funds

Yes, and they get paid, not earned)
 
secret #:
Yes, and they get paid, not earned)

Does the robot earn interest?

 
Dmytryi Nazarchuk #:

Does the robot earn interest?

They have such an interest rate there, it's easier to put it in the bank)
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