Quantitative traders will help you get started: How to create a “easy-to-use” trading strategy?

量化交易员带你入门：如何打造“好用”的交易策略？ Quantitative traders will help you get started: How to create a “easy-to-use” trading strategy? <!-- @@@ -- In this article, I want to discuss a very core question with you - What kind of trading rules are good? This is mainly for readers who rely on quantitative trading. --- 1. Where do trading rules come from: two ideas “Data first” vs. “Ideas first” Systematic trading is based on the premise that the future will be similar to the past. We hope to find effective rules in historical data and expect them to work in the future. However, there are two common ways to find rules that have historically made money: 1. Data first: "Data mining" directly in historical data to find some seemingly profitable patterns, and then use them. 2. ideas first: First propose a hypothesis with logical or theoretical support, and then use data to verify whether it is really valid. "I think foreign exchange rates are mainly affected by interest rates, so I first assume that 'interest rate differences drive exchange rate changes' and then use data to test it." This is a classic example of "idea first"; as Systematica hedge fund head Leda Braga said, they…