mikewlange / quantiacstradingalgo

A quantitative portfolio allocation strategy. In Matlab for https://www.quantiacs.com/.

The Washington Redskins 'Go Fuck Yourself' Trading Strategy

=================== A quantitative portfolio allocation strategy. In Matlab for https://www.quantiacs.com/.

I wrote this a couple years ago for https://www.quantiacs.com/.

This is different than any automated trading program I've ever written. Normally, I program day-trading systems, This is a longterm portfolio allocation strategy.

I simplified the shit out of genetic mathematical model creation. When you look at the models for each derivative you'll prob wonder, "how the hell did he come up with those constants? you curve fitting asshole. This math is easy, I thought quantitative trading was complex."

And you would be right, most trading systems require a lot more thought than I put into this. But, I've always been a fan of finding the shortest path to a goal.

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Just Arithmetic?

Yup. 3rd grade math is all you need to design highly effective predictive models..

Simplicity

Feedforward modeling that processes number sequences (time series data) into predictive arithmetic models using ONLY atomic functions and operators.

If you want to test this goodie, download the Matlab back-tester here: https://www.quantiacs.com/For-Quants/GetStarted/QuantiacsToolbox.aspx.

Enjoy and sorry for not posting the guts for this one. But I'll be open sourcing all my trading stuff soon. Indicators, Strategies, plarform overhauls (NT/Multi), you name it.

Feel free to use this and make millions if you can!!