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Yes agree about Dave's site, good intro videos and also some...

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    Yes agree about Dave's site, good intro videos and also some other content about back testing ideas from famous books and the like - good prompt to think about back testing discretionary ideas or examples we come across to see if they actually work in practice! Also that ideas / edges aren't constant over time. One of the reasons I want to run multiple systems.

    In terms of ideas, I have a few, from discretionary observations I've made watching markets but in terms of first steps for myself, I would be more interested in just basic backtests of systems we find online or in books, and perhaps play around with a little to spark some discussion. If we can find examples like the Mean Reversion strategy from Marwood's site that would be great for me.

    I'm also really enjoying the podcast Sci shared - so will look to pull ideas from authors there too.

    I'm interested in testing systems that have some context around at the beginning so I appreciate some of the intricacies of where I may be over confident where I shouldn't be and the like.

    Definitely happy for more advanced or greenfield test development too, but as I'll be learning the programme at the same time would like to make my life a little easier with a resource to bounce off for the first few. Happy to also do that in my own time but I suspect even collaborating on more basic systems will likely throw up a few discussions like the use of leverage that you ran through above.
    Last edited by Thanky: 17/01/19
 
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