Scientific/Coding/Invention Challange – A hedge fund algorithm

3 pointsmeeper162 comments

Where should we start? It's not about the code, it's about your mind combined with the code.

Given data, can you use your mind, combined with the ability to code, to produce returns that out match.

No takers, means opporutnity.

I don't have much to add, but if this is a serious consideration of yours, you might want to explore Quantopian and QuantConnect.

You might want to read about "statistical arbitrage", it's basically what you are describing, and it has been around for more than twenty years.