Show HN: I made a trading algorithm tracking WSB sentiment (35% annual return)

#1

Post by sommohapatra » Fri, Jun 11, 2021, 7:23 PM UTC

Re: Show HN: I made a trading algorithm tracking WSB sentiment (35% annual return)

#2

Post by shantoo » Fri, Jun 11, 2021, 7:25 PM UTC

Does this account for slippage and taxes? These always tend to look very enticing until those are considered.

#3

Post by sommohapatra » Fri, Jun 11, 2021, 7:28 PM UTC

shantoo wrote: post #2

Does this account for slippage and taxes? These always tend to look very enticing until those are considered.

Yes, the backtests account for both

#4

Post by floxy » Fri, Jun 11, 2021, 7:43 PM UTC

I wonder which has more influence. Bots posting to WSB or bots trading based on WSB, or bots reporting on WSB?

#5

Post by antire12 » Fri, Jun 11, 2021, 7:54 PM UTC

floxy wrote: post #4

I wonder which has more influence. Bots posting to WSB or bots trading based on WSB, or bots reporting on WSB?

Or the "Hedgies"

#6

Post by sommohapatra » Fri, Jun 11, 2021, 8:12 PM UTC

floxy wrote: post #4

I wonder which has more influence. Bots posting to WSB or bots trading based on WSB, or bots reporting on WSB?

Large funds probably have all three prongs set up

#7

Post by raguilera » Sun, Jun 13, 2021, 11:27 PM UTC

Looks interesting, do you have to manually populate the tickers? Asking because on line 36 there's a stocks variable.

Seems like the comment below line 36 says you do, but I thought the algo was supposed to pull those for you.