I've very recently joined this community and have been spending time going through posts/documentation/strategies, to get a better sense of the usability of the platform - and I must say I'm really excited with the unlimited opportunity it promises. I'm quite new to developing trading strategies, but have a decent understanding of quantitative finance/programming.
I'm trying to start off with a basic strategy, to tweak/change/adjust over time, with the aim of managing an investment portfolio (that I can eventually scale with capital). My idea is to develop an upto-date optimizer based on a particular equity strategy (say momentum/reversals/factor models) that spit out stocks+its optimal weights based on the most recent backtesting period - which I can then manually trade and re-balance every week/month or so (with a new updated run of the optimizer). One drawback I clearly see, beforehand, is that a few modules like 'Fundamentals' have a holdout period which would prevent me from doing this - I can always work on creating on offline version of my model/infra once I've figured out building the optimizer/backtester & the procedure in it's entirety.
As intended, a lot of the strategies here are active day trading algo strategies - which I'm not sure how to translate into what I'm trying to do. Could anyone outline how I should go about this, or if this even seems doable/feasible/sustainable and is not fundamentally flawed in the approach?Any links/posts are highly appreciated! Definitely looking forward to learning the tools, tricks & pitfalls of real-time implementation+execution over just making a few bucks.
Thank you all for your time!