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Economic hypothesis to accompany all future algos posted..

Prior to posting an algo, can Q make writing a brief yet "meaningful" economic hypothesis a requirement?
Q does a good job with every algo they post, it would be helpful if everyone in the community followed suit.

It would help to understand the rationale behind each algo.

Regards,

6 responses

A requirement?? Such entitlement, from someone that has yet to post an example of their own...

I had an interesting discussion with a friend about this. I subscribe to the idea that you need a clear economic logic to your algo to avoid just overfitting (consciously or not). My friend said, though, that apparently RenTec deliberately trade on relationships they find that have no articulable economic logic. So I think if it's good enough for them, it's enough for it not to be a requirement here, even though I agree it's more useful if people do it.

@Steve that's a good point with regards to RenTec.

@Simon "requirement" was probably not the best choice of words on my part. I'll admit I'm doing my best to learn algo trading (kudos to Q for helping so much with that learning curve)...hence no posts from me yet, probably more questions than answers at this point. I also feel alienating someone in a public forum (who is simply trying to learn and offer suggestions) has no place on Q. Please avoid this in the future

Adam,

I would simply ask authors to explain their postings. If a poster can't explain his concept in a few bullet points then it may just be a hack job anyway. And if folks are smart, they'll interact with you if you ask good questions, since it is in their best interest to understand what they are doing.

This is a loosely moderated forum, so I don't think it is realistic to expect Quantopian to set the guideline you suggest, and then attempt to police it.

Grant

Adam,

I would simply ask authors to explain their postings. If a poster can't explain his concept in a few bullet points then it may just be a hack job anyway. And if folks are smart, they'll interact with you if you ask good questions, since it is in their best interest to understand what they are doing.

This is a loosely moderated forum, so I don't think it is realistic to expect Quantopian to set the guideline you suggest, and then attempt to police it.

Grant

Please avoid this in the future

Come on! How about rather than directing other people not to hurt your feelings, you provide substantive contributions to offset your offensive demands and requirements of others.

I'll just avoid the forum a bit more I think; the signal:noise has dropped a ton.