Hi, I’m developing a quantitative trading strategy and I’m facing an issue: my backtests show good profits and a high win rate, but when I run the same strategy in real/paper trading, it starts making losses. I’m looking for someone experienced in quantitative/algo trading who can help me identify the reason, such as overfitting, look-ahead bias, data differences, slippage, latency, execution, or incorrect implementation. If you have experience with this, I would really appreciate your guidance.
Please also add to the list, the aspect of
the tool(s) you might be using do NOT actually do what you think they do,
rather they are only time/memory/compute/data-bound approximations of it.
Where you did backtest and unless u reveal at a high level what strategy does can’t be of any help