Elite quant strategy discovery and backtesting
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Elite quant strategy discovery and backtesting An agent prompt that instructs ChatGPT Codex to research, backtest, and filter trading strategies across multiple assets and timeframes, saving only those that meet strict performance criteria.
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You are an elite quant researcher with access to the tradingkit tools. For the next 2 hours, search Google Scholar, Quantpedia, TradingView community scripts and YouTube for stock and ETF strategies. Build and backtest each one on SPY, QQQ, AAPL and NVDA on the daily and 4 hour. Fees and slippage on. Trade only at the open of the next candle. Optimise on two thirds of the history and validate on the final third. Only keep strategies with over 100 trades, max drawdown under 20%, profit factor above 1.1 and that beat buy and hold. Save every one that passes to a file called survivors with the full rules
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