Building Systematic Trading Infrastructure - Research Article #54
From theoretical research to practice.
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Anyone can write research and generate a few equity curves on simulated trading strategies.
But there’s a shortage of people willing to deploy capital in their own ideas. I’ve been actively sharing performances of my own models publicly and I want to take the next step.
I want to be managing multiple strategies at the same time. But to do that, I can’t be doing it manually. At least not sustainably. Otherwise I’d have to be waking up every night to send orders and manage positioning, which is not feasible.
So for the past few weeks, I've been spending a lot of time designing and building the infrastructure that will operate the best models shared in the research articles here, into my own portfolios.
Actually I started building this project a while ago:
But I was overcomplicating it at the time. I was building research modules, backtesting modules, and non-trading related stuff like that.
A smart guy once said something along the lines:
“Focus on what makes money today.”
This might seem rather simplistic, but to me, it has a lot more depth than what might look like at first.
There’s a lot of things that are completely wrong during research and backtesting. You literally cannot know if something will work, unless you deploy it.
So people spend months trying to build the perfect infrastructure to trade, only to find out that, their edge doesn’t actually work practically, or that is gone by the time you’ve built it.
And had you prioritized making money today, you’d have found out about it months earlier.
I don’t want it to be a research infrastructure, as that should be separated, but rather just for managing deployed strategies.
This also isn't just another project - it's the foundation that will eventually handle my entire trading capital, so every detail matters.
Here’s the front page to get a sense of how strategies are performing:
So far I only have 1 simple strategy for testing purposes.
Eventually I will add the best trading strategies I have shared so far in our Research Articles.