Alpha on the Edge
@alphaontheedge.bsky.social
Research and insights from the world of AI and algorithmic trading | www.alphaontheedge.com
More on trend following with deep neural networks - we backtested models on FX pairs with good results!
Full post here:
www.alphaontheedge.com/p/trend-foll...
Full post here:
www.alphaontheedge.com/p/trend-foll...
March 7, 2024 at 5:05 PM
More on trend following with deep neural networks - we backtested models on FX pairs with good results!
Full post here:
www.alphaontheedge.com/p/trend-foll...
Full post here:
www.alphaontheedge.com/p/trend-foll...
Poking around for improvements on the RSI for $TSLA - using the RSX instead tends to results in a slightly higher in-sample win rate:
March 6, 2024 at 10:14 PM
Poking around for improvements on the RSI for $TSLA - using the RSX instead tends to results in a slightly higher in-sample win rate:
If you're trading $TSLA, we tested 25k configurations of a long/short RSI trading algo.
The strategy with the highest win rate used an RSI window of 46 bars, an upper th of 68 and lower th of 38.
Be careful - results vary wildly depending on config.
The strategy with the highest win rate used an RSI window of 46 bars, an upper th of 68 and lower th of 38.
Be careful - results vary wildly depending on config.
March 6, 2024 at 1:10 AM
If you're trading $TSLA, we tested 25k configurations of a long/short RSI trading algo.
The strategy with the highest win rate used an RSI window of 46 bars, an upper th of 68 and lower th of 38.
Be careful - results vary wildly depending on config.
The strategy with the highest win rate used an RSI window of 46 bars, an upper th of 68 and lower th of 38.
Be careful - results vary wildly depending on config.
Some kids might decide to start a venv consultancy side hustle, and they'd be smart
February 27, 2024 at 8:50 PM
Some kids might decide to start a venv consultancy side hustle, and they'd be smart
Which moving average crossover works for which FX pair? Partial backtesting results attached. More at www.alphaontheedge.com
February 27, 2024 at 8:46 PM
Which moving average crossover works for which FX pair? Partial backtesting results attached. More at www.alphaontheedge.com
I thought that an MA based on Pascal's triangle was just a gimmick, but historically, it has a higher median win rate than the SMA. Super interesting.
February 26, 2024 at 4:49 PM
I thought that an MA based on Pascal's triangle was just a gimmick, but historically, it has a higher median win rate than the SMA. Super interesting.
We looked at using the SMA vs. using the EMA as a foundation for an MA crossover strategy. Depending on the FX pair, the benefits are mixed but generally not significant.
February 26, 2024 at 4:34 PM
We looked at using the SMA vs. using the EMA as a foundation for an MA crossover strategy. Depending on the FX pair, the benefits are mixed but generally not significant.