I am new and clueless

Posted By: ron17

I am new and clueless - 08/22/13 07:35

I was looking for platform to develop automated trading strategy and came to know about this site. I downloaded Zorro and executed few sample strategy scripts.
I can easily understand like-C code and make changes. I have done few years of programming in c, c++, java, python, etc. I was doing manual trading of stocks and options.

I have read the book "Quantitative Trading" by Ernest Chan. I am planning to buy another book listed in one of the forum post.

I am looking for help/guidance on where to start. I don't know probability/statistics/math used in the built-in function in Zorro. Knowing how the data is processed and used in the scripts would be great.

Any help would be appreciated.
Posted By: jcl

Re: I am new and clueless - 08/22/13 10:56

Welcome to Zorro. The functions use standard algorithms, so if you look in Wikipedia for some math or statistics method and find a formula there, that's normally also the formula that Zorro uses. If you want to know some particular algorithm, ask here.

For starting, I suggest to first go through tutorial lessons 4-8 and then work through the book list. The book by Chan should have already given you a pretty good insight.
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