MFT
BLACKROCK MUNIYIELD INVESTMENT QUALITY FUND
stock NYSE

Every platform seems to have a different definition depending on its core business. I’m at an MMHF and 1-5 days is considered to be MFT here. It’s a completely different definition for JCS, for example.

I don’t think most people say MFT to mean 1-5 days..? That’s really stretching what MFT means to HFT trading firms imo.

Hey guys,
I know this sub is mostly HFT interview stuff, PPOs and package discussions lol, but I wanted to ask something different. I'm pretty new to this and honestly stuck.
I'm trying to build some MFT/LFT strategies but I keep coming back to square one, like I build something, it looks fine, then falls apart and I don't really know why. So basic questions but genuinely don't have anyone to ask:
how do you even start, like where do you look for a strategy idea in the first place
once you have an idea how do you know if it's actually something or just noise
any papers or resources you'd actually recommend for someone starting out (not the generic ML for trading stuff, more practical)
how do you set parameters/hyperparameters without just overfitting to the backtest
how do you go from idea to actually coding it properly
how do you figure out which risk management setup is actually helping vs just looking good in backtest
how do you know a strategy's results are "real" and not just luck
once something shows a bit of an edge how do you improve on it without ruining it
I know most people here are genuinely some of the top minds.. so if anyone's willing to help a beginner out even a little bit I'd really appreciate it. This community seems solid so thought I'd just ask honestly instead of pretending I know more than I do.
(Note: this post was written with help from AI, just used it to organize my thoughts/questions properly)
Thanks 🙏

Every platform seems to have a different definition depending on its core business. I’m at an MMHF and 1-5 days is considered to be MFT here. It’s a completely different definition for JCS, for example.

I don’t think most people say MFT to mean 1-5 days..? That’s really stretching what MFT means to HFT trading firms imo.

Hey guys,
I know this sub is mostly HFT interview stuff, PPOs and package discussions lol, but I wanted to ask something different. I'm pretty new to this and honestly stuck.
I'm trying to build some MFT/LFT strategies but I keep coming back to square one, like I build something, it looks fine, then falls apart and I don't really know why. So basic questions but genuinely don't have anyone to ask:
how do you even start, like where do you look for a strategy idea in the first place
once you have an idea how do you know if it's actually something or just noise
any papers or resources you'd actually recommend for someone starting out (not the generic ML for trading stuff, more practical)
how do you set parameters/hyperparameters without just overfitting to the backtest
how do you go from idea to actually coding it properly
how do you figure out which risk management setup is actually helping vs just looking good in backtest
how do you know a strategy's results are "real" and not just luck
once something shows a bit of an edge how do you improve on it without ruining it
I know most people here are genuinely some of the top minds.. so if anyone's willing to help a beginner out even a little bit I'd really appreciate it. This community seems solid so thought I'd just ask honestly instead of pretending I know more than I do.
(Note: this post was written with help from AI, just used it to organize my thoughts/questions properly)
Thanks 🙏