In real time, it's only the model that's running to make a decision as part of my dual allocator (long/short). But the model is trained on synthetic data, which helps it better deal with shocks. But I'm still running paper trading tests -- haven't moved real capital to this strategy yet.
Interesting, so how would you apply this in real time? What are the exact rules used? Thank you
In real time, it's only the model that's running to make a decision as part of my dual allocator (long/short). But the model is trained on synthetic data, which helps it better deal with shocks. But I'm still running paper trading tests -- haven't moved real capital to this strategy yet.