Margin?

My question is regarding of Margin and is it already built in? If not is there a way to obtain margin through the backtest?

Comments

  • ptunneyptunney Posts: 246

    There is no margin/leverage calculation built into the results/reporting.

    The goal of the CloudQuant application is to find people who can write profitable trading algorithms which we can then license.

    You are, obviously, free to use it to test out your own theories which you then run elsewhere on your own account with your own margins if you have that capability.

  • tf591404tf591404 Posts: 10

    Okay thanks for the response. So as far as requirements for algorithms on my end it would have to meet your criteria of Sharpe: 1.25, Calmar: 1.25, Trades: 500/year, Duration: 2 years, Profit: $250,000 ? And once these are met do I email you regarding Licensing?

  • ptunneyptunney Posts: 246

    If you succeed with a backtest with those criteria then the "Fund My Strategy" button will darken and you can press it to submit your algo for consideration.

    Meeting these criteria is the first step. Our team will review the results from the model and enter into a discussion with you, if we are interested we will both sign a non-disclosure agreement and we will try to help you make your model even better and test its scalability. All being well we will take it live with a small amount of capital and gradually scale it up to full capacity.

  • te258642te258642 Posts: 5
    edited March 2021

    Thanks. Good information.

  • ptunneyptunney Posts: 246

    @te258642 that information is from May 2019. As stated in another thread, we are no longer actively looking for strategies to invest in.
    However, if you have a strategy that you have fully tested out on our system and it generates a good reliable profit then we may still be able to help you obtain funding. But the FUND MY STRATEGY button is no longer active.

    If you have fully tested an idea on CloudQuant and demonstrated its efficacy on CloudQuant then you can send a message to Customer_Success@cloudquant.com together with your information, the name of the model and a submission hash for the backtest you would like considered

    But again, please note that this is no longer our business and so we cannot guarantee a reply. if the model is of interest then we may forward your information on to potential backers who may or may not get in touch.

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