September 8, 2016
Designing trading programs implies mathematical formulas. We all have a vision of what our trading programs should do. Presented in this article, as in the prior one (Payoff Matrix) are building blocks for what I want to do with Quantopian. As if putting on paper, preparing an overall plan on how I want to use its facilities. The process could help others.
The first step is to design and structure this plan, to be followed later, by learning what is needed to do the job. Already I know the tools are there. But, I do have to learn the programming language anew and adapt my preferred programs and trading methods.
What follows in this HTML file is a description of the math involved in this process:
HTML file: The Game Inside