New to Quantopian and just wondering if it's possible or anyone has managed to make an algorithm which strategy is based around day trading or scalping? Would greatly appreciate any advice on if it's possible and where to start. Thanks
New to Quantopian and just wondering if it's possible or anyone has managed to make an algorithm which strategy is based around day trading or scalping? Would greatly appreciate any advice on if it's possible and where to start. Thanks
Too difficult to simulate realistic fills I reckon. Especially if you use limit orders. You might be able to make something that looks very impressive here, but to get the same in the live market is a completely different story. There’s no tick level data either. Q is not really for intraday stuff. More for medium frequency quant stuff. IMO anyway, others might disagree.