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 QuantSource 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 Asset Allocation and Mean Reversion, among others. Also, we have our Plug & Play 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.).
- Free products: Before jumping into our premium products, we want you to become familiar with our algorithms and the QuantConnect platform so we have a section with plenty of Free Algos that you can quickly clone from our website into your QuantConnect account to start backtesting.
- Premium products: As per the paid products, the delivery process is as follows (we will send you an email explaining the process in more detail using screenshots from the QuantConnect site):
- Once you have placed an order, we will get in touch to 'Share' the algorithm(s) via QuantConnect (please give us a couple of hours to complete this step). Sharing via the QuantConnect platform basically places a copy of the code in your account.
- In order to always keep a Master version of your algorithm, we recommend you should use the 'Clone this Project' function in Quantconnect to make your personal copy of the code. You are then free to modify the source code as you wish without losing the original version.
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.