thread: Algorithmic Quant Trading (Machine Learning plus Stat-Arb)

The transaction closed in a profit, as anticipated and also a one closed in a profit as well.

Yet another trade started, so we will just have to see how this plays out and it too is positive PL.

I Incurred a loss on a position My PL is optimistic still, and My one open commerce has capability.

I intend to make some changes to my model that ought to decrease my dollar risk, which had been the prime reason behind my reduction.

I have learned that I must avoid running my algo on inflation publiion dates from today on.

At my current trading volume, 1,815,255 USD at annually must turn over. *Slow Clap*

gt;Implying I have a long term correlation to Commodities

Going to bed, and hoping I get some transactions full while I sleep

No trades today

Closed another trade in a profit of 2.38 USD

Hmmm... I'd ditch the Hedge and optimise algo to one pair ONLY.
1500 to 1.8M in 1 year... potential, but is it likely? I am attempting to do similar (using a type of statistical arbitrage) here:
https://www.cliqforex.com/forex-brok...l-request.html
Beginning funds is 100, target is 1M in 1-2 years, but with this brexit fx war moving around I might have to reduce expectations

Good fortune!!