Hi, I'm a programmer just starting to explore quantitative trading.
I approach quant with humble uncertainty, while seeking to answer one question: Why can we make money from the market?
An Insight That Inspired Me
I recently came across this perspective:
Quantitative trading isn't about predicting future prices. It's about systematically collecting probability advantages during windows of local market inefficiency.
In other words, quant trading might be about capturing moments when the market temporarily fails.
This is an attractive idea. But I immediately thought of a question:
If such inefficiency windows exist, why would I be the one to find them?
Professional institutions have faster networks, more data, and stronger computing power. If there were exploitable gaps, they would have closed them already. As a retail beginner, what makes me think I can discover something they haven't?
I don't have an answer yet. But this is exactly what I want to explore.
My Hypothesis
With skepticism in mind, I set a premise for myself:
Don't risk real money until I truly understand the rules.
I chose to validate my ideas using Freqtrade in dry-run mode. Not chasing profits, but chasing understanding first.
Next Step
Understand Freqtrade's SampleStrategy and grasp the basic structure of a strategy.
Keep moving forward, answer that question, or prove that I cannot.