what is the "percentage" rating? return predictions should be in return space.
someone should write a "how to write a trading algorithm" tutorial.
someone should write a "how to write a trading algorithm" tutorial.
ernie chan's blog is also a decent starting point: epchan.blogspot.com
It'd just be nice to have a clear, concise guide to point to every time something like this comes up.
There's two parts: there is the strategy itself. And then there's everything that surrounds it: what a generic strategy looks like, how to test it, how to operate it, how to build risk models, etc. There's probably more work to the second part than the first.