Seeking Collaborator

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Seeking Collaborator

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Seeking Help Collaboration Request

I'm not a coder although I am proficient in MS Excel, which I use to develop trading strategies.

Recently I created a strategy which is largely based on a S/R technique I developed. My test runs on individual equities are delivering very high Sharpes (over 3) although profit factor is usually coming out between 1.5 and 2.0.

There is virtually no room for curve-fitting in my strategy. I'm also assuming a $0.015 round/turn commission.

Since my local machine has limited capacity, I'm using 30 min OHLC data. Even with this high granularity, a five-year test requires over 50,000 rows and 50 columns. This is about the limit for my machine + Excel 64 bit.

I would like to find a coder at Quantopian interested in collaborating. I'm happy to share the results and the trading rules.

Note that my trading rules are at the individual equity level. I haven't attempted to create portfolios. Nor have I incorporated any of the other rules which Quantopian would expect in a viable algo. I'm assuming my collaborator can help with these.

Please let me know if you're interested.

Thanks!

3 responses

Hi, it looks interesting.

Hello, I am interested in this collaboration opportunity. If you are OK, futher info, let us contact via [email protected].

Nathan Chackerian

Hi, I am interested in this.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.