Make long lists of things to do and spend a lot of time building it. Weight the causal force of each model or varaible depending on the regime you are in. You need to account for every singal that exists. You need to know how these relate to one another and which agents in the market overely or ignore specific variables such as CTA ignoring economic data and fundamental investors focusing on valuations. etc.
Yes, start by reading all the educational articles and collect all the data points, make a list of all the things you need to build and data you need to find. Structure your thoughts. Then start building.
Thanks man! Super helpful. I have wondered how to form models. Is this like a Python kind of model or something else entirely?
Depends on what it is. Send me a DM or email on what you are trying to accomplish and ill provide some thoughts
How did you begin to structure your thoughts on what you needed?
Make long lists of things to do and spend a lot of time building it. Weight the causal force of each model or varaible depending on the regime you are in. You need to account for every singal that exists. You need to know how these relate to one another and which agents in the market overely or ignore specific variables such as CTA ignoring economic data and fundamental investors focusing on valuations. etc.
Appreciate you! I’ll get to work
I am starting with the positioning and micro structure. Article to begin data gathering for my models. Is that a good place to start?
Yes, start by reading all the educational articles and collect all the data points, make a list of all the things you need to build and data you need to find. Structure your thoughts. Then start building.
Will do!