The three main tasks involved in building a trading system are Research, Backtesting and Live Testing. And here's how we cover them.
Every trading strategy starts with an idea. In fact, it's the result of connecting many different ideas into one logic that's worth testing (and quite possibly rejecting!). So ideas we need, and ideas we'll get by reading, watching, talking and breathing trading.
Nowadays, there are endless resources when it comes to trading, from academic papers to trading chat rooms...and of course the usual blogs, right? So here's another one! Inno Blog is our place to share ideas with you and hopefully hear from yours too.
But the idea is just the beginning, and putting your assumptions to test using historical data is the next step in the process. At InnoQuantivity, we use cutting-edge technology to backtest our trading strategies. And we'll show you how!
Our products are built on QuantConnect, a Python and C# based algorithmic trading platform for Equities, Forex, Options and Futues. If you do not have an account, please create one for free at www.quantconnect.com
In our Algorithm Catalog you will find products to backtest specific strategies with explanation of the logic and ideas to play with them. Divided into different categories, we cover a wide range of strategies, from classic Momentum systems to Factor Investing & Asset Allocation, among others. Also, we have our Plug & Play Algorithm Modules section containing pluggable models for the QuantConnect Algorithm Framework that you can connect to your existing strategies (portfolio optimization, execution models, risk management, etc.).
And in the end, of course, live trading!
Only very few strategies should make it to this final stage, in which we test the systems against real-time live data. It is normally advisable to first run the algorithm using a live paper trading account (either directly with your broker or via platforms such as QuantConnect) since the live environment will surely bring up new challenges for the automation part as well as expose potential overfitting during the backtesting phase.
In our Live Trading section, we show you some of the strategies we currently trade live with our own funds and offer for rent in the Collective2 platform. Also, we share a long list of Alphas that we license through the QuantConnect Alpha Streams Marketplace.