Research

Mission:
Develop new strategies, stay on top of new market dynamics

Goals:
Move to Python
Improve documentation on backtests
Diversify strategies ( a) instruments (FX etc.), b) time frames (trading frequency))

Input:
Mainly external, blogs, books, papers, but also feedback from Quality/Audit on improvement potential

Output:
Operations – Screening: new screeners
Operations – Execution: tweaks to execution

Tools:
See inputs
Python book and other resources

Tasks:

Backtest   Backtest xls   as needed
Backtest   Backtest manually   as needed
Research   Read blogs, books, papers, others   as needed
Research   Listen podcasts   as needed