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trading strategy scenario (probabalistic) forecasting visualization #39

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@bici-sancta

Further to 'what is the end product' to be developed ...

  • many good suggestions about developing a well-organized and easy to use interface for current, relevant data
  • sentiment analysis seems to get a lot of traction here, but that can only be one piece of information in an overall decision-making process

about the decision-making process ... would be interesting (and I have not seen elsewhere for individual investors) is a tool that allows to lay out different trading strategies for a given symbol and play forward for the next month or two, to understand combinations of long/short/puts/calls at different prices & probabilities ... help the trader to visualize the upsides / downsides and magnitude of uncertainty.

  • can think about this for both individual symbols, and for a basket of symbols, each with its own trading strategy
  • would require some underlying modeling capabilities - both for uncertainty/volatility and also probabilistic forecasting

this could eventually be the edge of a project like this ... continued development of sophisticated modeling methods, but open-sourced, well-documented, and shared in a way that makes the information accessible to those interested

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