Build Alpha
@buildalpha

Build Alpha Trading Software creates, tests and codes trading strategies with the click of a button. Demos: buildalpha.com/demo

 Boca Raton, FL
buildalpha.com
Joined January 2017
171 Photos and videos
Article

What Biology can teach us about Robust Trading Systems and Portfolios

Most traders and optimizers generate strategies the same way: review and rank by standalone metrics (Net profit, Sharpe, whatever). But portfolios do not reward standalone beauty. They reward
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The Loop Runs While You Sleep

At 2am progress stalls. Five million trading strategies tested, but no improvement in performance. A plateau is reached, but nobody is awake to repurpose the search. So you wake up with nothing. Now
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The Bitter Lesson - your experience may be holding your trading back.

Twenty years of screen time might be the thing holding your trading back. In 2019, Richard Sutton - the godfather of Reinforcement Learning, wrote a short essay called The Bitter Lesson. It is the
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Loop Engineering is Build Alpha

Your backtest looked flawless. You went live. Two weeks later the strategy was bleeding. Every systematic trader has lived this. The fix isn't a better strategy idea or a better prompt. It's a loop:
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Most Trading Indicators Barely Work Alone. That’s Fine.

A lot of traders are still looking for THE indicator. The one trigger. The one filter. The one setup that explains everything. The holy grail! This search ends the same way: looks great in a backtest,
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Most "Good" Backtests Are Luck. Here's the Test That Proves It.

A 60% win rate sounds great until you discover that 80% of random strategies on your data also produce a 60% win rate. That's the unfortunate truth Dr. Timothy Masters built an entire framework
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Most Opening Range Breakout Strategies Are Lying to You

The Opening Range Breakout is one of the most popular and asked about intraday trading strategies. And yet so many traders attempt to trade it and get fooled by it. On the surface, ORB trading looks
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What Engineering can teach us about Trading Systems

Most traders do not need another strategy that looks amazing in one backtest. They're actually pretty simple to create these days. Traders need a strategy that still behaves reasonably when reality
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Why Weather Data matters for Trading Systems

Most traders start with price, volume, and later technical indicators. That makes sense. Price is the final vote of the market. But in many markets, especially commodities and energy, price is only
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Trading strategies built on Synthetic Data

The biggest problem in systematic trading and quantitative finance is overfitting trading strategies on historical data. That is, finding something that works so well on the historical data that when
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Why a Portfolio of Trading Strategies

I've been using machine learning and AI for a decade-plus and have yet to find a holy grail trading strategy! I'll keep looking but over-optimizing, constant tweaking, and adding complex rules make
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Vs Random Benchmarking - Detecting "lucky" backtests

TLDR - Vs Random Benchmarking builds the best possible trading strategies using random signals, random data and then compares your strategy vs the best random baseline. This test was popularized by
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