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I am new and clueless #428253
08/22/13 07:35
08/22/13 07:35
Joined: Aug 2013
Posts: 8
California
R
ron17 Offline OP
Newbie
ron17  Offline OP
Newbie
R

Joined: Aug 2013
Posts: 8
California
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.

Re: I am new and clueless [Re: ron17] #428258
08/22/13 10:56
08/22/13 10:56
Joined: Jul 2000
Posts: 27,967
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,967
Frankfurt
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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