NautilusTrader: Open-source algorithmic trading platform • Hacker News Board

Re: NautilusTrader: Open-source algorithmic trading platform

#131

Post by topologie » Fri, Aug 08, 2025, 5:12 PM UTC

jjangkke wrote: post #43

I used to trade options and had about 99.5% success on all my trades The problem is the 0.5% of the time, it erases all the gains made on the successful ones. I'm convinced without information edge or some capital sunk cost edge (for HFT) you are literally just flipping coins when it comes to trading. What's dangerous is fixation on strategies that form after a period of success. All in all, I think just buying stock…

I would highly recommend that you read Mandelbrot's books and Nassim Taleb's books.

For Mandelbrot, I'd recommend starting with The (Mis)Behavior of Markets. For Taleb, maybe start with The Black Swan.

With those books you'll be able to fully understand why even if/when AI becomes sentient, it will still not help avoid blow ups.

(One reason among many others is, for example, that there are things that cannot be properly forecasted, no matter how hard you try or how advanced your model is, doesn't matter, there's a limit to what we can know and what we can't know about the future...)

Extra: Check out also Thorp's A Man for All Markets.

Re: NautilusTrader: Open-source algorithmic trading platform

#132

Post by edem » Fri, Aug 08, 2025, 6:16 PM UTC

jjangkke wrote: post #43

I used to trade options and had about 99.5% success on all my trades The problem is the 0.5% of the time, it erases all the gains made on the successful ones. I'm convinced without information edge or some capital sunk cost edge (for HFT) you are literally just flipping coins when it comes to trading. What's dangerous is fixation on strategies that form after a period of success. All in all, I think just buying stock…

this sounds like you had poor risk management...or didn't have any. I have a strike rate around 55% but all my trades are 3:1 reward:risk and i don't risk more than 1% on any one trade

Re: NautilusTrader: Open-source algorithmic trading platform

#133

Post by Breza » Fri, Aug 15, 2025, 1:54 PM UTC

cosmicgadget wrote: post #113

andrepd wrote: post #78

Earlier quoted context omitted.

It is the best strategy for someone who does not do this full-time (and for many people who do!). That is the point. A trader with experience, working in a firm with deep pockets and terabytes of historical data and FPGAs that can execute his/her strategy and a legal team and an engineering team... can outperform you yes x)

Well I certainly can't argue with something that is italicized. But I should say that any engineer familiar with the AI tech stack could have bought NVDA at any point in the last five years knowing how big their moat is. That same engineer could have sold monthly covered calls, taking 5 minutes out of every month to do so. And before you say it, no, they wouldn't be full port NVDA.

If it were that obvious, someone would have already picked up the $20 bill. There are many examples of companies that appeared to be just as dominant as Nvidia was on May 29, 2020 (GPT-3 release date) who went to heck shortly thereafter.

Re: NautilusTrader: Open-source algorithmic trading platform

#134

Post by Breza » Fri, Aug 15, 2025, 1:58 PM UTC

lerchmo wrote: post #104

cosmicgadget wrote: post #62

Earlier quoted context omitted.

Generally true but nvda and pltr are normie stocks and can account for these returns from this year.

Boggle head is basically pick 2-3 vanguard etfs and check back in 25 years.

That's my approach. I got my quarterly statement in the mail yesterday. Looks like the market must have gone up over the past three months. Not sure what to do with this information since it's not like I'm going to change anything.