Independently trading forex for 15 years. Learned some qualitative approaches form hedge fund managers over the years. In the process I have been trying to convert all the fundamentals to math derivatives in an attempt to remove the human decision making process completely in order to build fully automated systems . Which I have been relatively able to do with the help of an engineer. Unfortunately i spent 2 years handing him all the angles and he handled all the coding and engineering side of it back in spreadsheets and I would study data and make changes accordingly. We outsourced our data engine for backtesting and building and had phenomenal results. However an aspect of the data source has sense gone private and is no longer available. And the engineer I was working with was scouted by a major car company to build a self driving car and offered an insane amount of money. So I no longer have that either!
Now im trying to put it all back together for myself from the engineering side of it all. I know a bit of C++. The problem is, I have a very specific answer in a specific way to math and indication in a very unique manor relative to what I have studied over the years. So I don’t need the formula side at all! I have that. But in order to remove the human completely I needed some answers to the math in a specific way and was in the middle of those answers and dont have them all the way. Also we outsources the aggregated data which was already configured to a GUI in the proper manor and you could build math on the front end interface. So the engineer took the data and scripted, then loaded script to the data feed interface adn we manipulated the algo form there. Now I no longer have the data feed and no longer have the engineer. But I have a strong grasp on the formula side of it. I just need to learn the engineering to be able to study it and put it together from a fully automated level. And was wondering if something like the EPAT course could help. It seems to be about finding answers and I dont need to find an answer. I need to take the answer I have and figure out how I got there form an engineering point of view, break it a part a bit more and automate it?
Trying to learn engineering and just apply it form the direct eginnnering is too time conmusing as its all make apps and such and when its to data it goes python. C++ is so much easier than python As im using the math in such a unique manor I will have to rebuild source code from the ground up anywayand when it comes to math C++ is so much easier to build from. But everyone goes python and there are not a lot of resources for C++ specif to aglo and the algo thats out there is python. As there is a great data feed available that has a reliable backtesting engine already built with an interface and the ability to configure things from an interface perspective but the engineering is all in very complex C++ way over my head. I have around 30 calculations on 5 different time horizons so my aglo is very complex. So I need to either learn python and rebuild an interface equal to what I did before then go from there…or figure out how to engineer in C++ and work from a particular data feed already configured for backtesting and a relative engineering pre built. It has some API features and DTC but you can also script directly to the interface and manipulate the data directly?? Was wondering if soem learnign resources here could help or if one of the programs could be more specific to i lready have an answer and not trying to find one?
Hi Phil,
Thanks for the detailed message.
We have replied to you over an email on this. Kindly have a look and let me know if you have any questions.
Have a great day ahead!
Thanks,
Anurag