TradingReality

6 ms·

1.
by TradingReality 23d ago
One thing I like about this result is that it separates “the variable we expect to matter” from “the variable that actually survives measurement.” There’s a parallel in quantitative trading. It’s very easy to build a hierarchy from theory —
2.
by TradingReality 2mo ago
Great article - and great code. Question: are you looking into factoring in what happens to these trades when they hit real world market conditions (latency, queue position, etc)?
3.
by TradingReality 2mo ago
Also, it doesn't work. I posted a Note yesterday that was 50% AI and the detector said it was 100% Human.
4.
by TradingReality 2mo ago
Great tool - thanks for sharing. Thought you might find this interesting as well. It's an open source code to test how a strategy changes when it meets real-world order conditions: https://github.com/tradingexpert/
5.
by TradingReality 2mo ago
Very interesting - thanks for sharing this. you might find our ordersim helpful as well: github.com/tradingexpert/ordersim
6.
by TradingReality 2mo ago
Is this supposed ro help with latency?
7.
by TradingReality 2mo ago
This is fascinating. I'm checking it out now. We're doing something that you might want on your radar at ordersim: github.com/tradingexpert/ordersim. It's an inspectable, deterministic execution simulator for replay
8.
by TradingReality 2mo ago
Interesting! What kind of complex problems does it troubleshoot?
9.
You Need Two Systems for Running an Algorithmic Trading Strategy(tradingreality.com)
3 points by TradingReality 2mo ago|0 comments
10.
Use Anything but Past Returns(tradingreality.com)
2 points by TradingReality 2mo ago|0 comments
11.
by TradingReality 2mo ago
Fascinating article. Does the algo take into account issues like latency, order fill reality, and other real-time, real-world market conditions?
12.
by TradingReality 2mo ago
Very interesting. In HFT, do you consider things like how queue position, hidden liquidity, venue rules, and partial fills affect the trade - real world conditions? I'm interested in hearing how traders (even algo traders) deal with th
13.
How do you test institutional (or algo) trades under real market conditions?
2 points by TradingReality 3mo ago|0 comments
14.
by TradingReality 3mo ago
I wonder how much of her work was based on live execution conditions like liquidity, transaction costs, order flow, latency, market participants, and other operational constraints?