QuartzEdge & Hawker
QuartzEdge QuartzEdge
Hey Hawker, I've been thinking about how AI could revolutionize algorithmic trading—maybe we can dissect the next wave of strategy optimization together.
Hawker Hawker
Sounds like a solid plan. Let's break it down step by step and see where the data points line up.
QuartzEdge QuartzEdge
Great, first up we pull the raw market feeds, then clean and normalize the features, next we run a few model prototypes—logistic, tree, maybe a small neural net—then backtest on a walk‑forward split, finally we evaluate Sharpe and drawdown before pushing to a paper‑trading slot. Sound good?
Hawker Hawker
That workflow is sound. Make sure the cleaning step captures outliers and missing values, keep a separate hold‑out for final validation, and set strict stopping rules for the neural net to avoid overfitting. Once you’re comfortable with the Sharpe‑to‑drawdown ratio, we can move to paper trade.
QuartzEdge QuartzEdge
Got it, will flag any outliers, impute gaps, lock a hold‑out set, and add early‑stopping to the net. Once the Sharpe‑to‑drawdown looks solid, we’ll fire up the paper trade. Looking forward to the next iteration.
Hawker Hawker
Sounds like a solid plan. Keep the logs tight and the parameters documented, and we’ll review the results before we hit live. Stay disciplined.
QuartzEdge QuartzEdge
I'll tighten the logs, version‑control the hyperparameters, and set up a checkpoint system—once the metrics hit thresholds we roll to paper trading. Discipline first, then execution.