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I need a statistician

  • Post #1
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  • First Post: Nov 4, 2015 6:05pm Nov 4, 2015 6:05pm
So I automated a trading strategy from forex factory that is apparently traded profitably till this day but I can't seem to make it profitable over the long term in my backtests.

I'm looking for a statistician who is can apply techniques like

regression coefficient hypothesis testing
non-parametric t-statistics
statistical bootstrapping tests
monte carlo simulations

In my research these are the best techniques that can be applied to increase the statistical success of trading systems. I'm looking for someone that can apply these techniques to the automated trading system I wrote (written in C#).
Go to UpWork and create an account there, and then post a job offer, you'll find some freelancers there ready to take your job... You can either pre-determine your project's budget or you can set an hourly rate.

https://www.upwork.com/
Simplicity is the key to brilliance.
  • Post #3
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  • Edited 8:47pm Nov 4, 2015 7:57pm | Edited 8:47pm
Quoting parliament71
So I automated a trading strategy from forex factory that is apparently traded profitably till this day but I can't seem to make it profitable over the long term in my backtests. I'm looking for a statistician who is can apply techniques like regression coefficient hypothesis testing non-parametric t-statistics statistical bootstrapping tests monte carlo simulations In my research these are the best techniques that can be applied to increase the statistical success of trading systems. I'm looking for someone that can apply these techniques to the...
what sort of statistics you need( correction what sort of model and data are you using that will point out the stats required)? long run most systems aren't capable of keeping up with new variables, also sometimes basic stats are much better than the complicated ones as the market is so unpredictable you want to know when its out of trend, but you don't really want to predict exact prices as that would be leading you down a dangerous path.
  • Post #4
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  • Last Post: Nov 4, 2015 8:46pm Nov 4, 2015 8:46pm
i would look at it as a random walk and find a possible spread, like rubble is to oil. if one deviates to far you would expect a correction.
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