91–100 of 311 posts
also having worked in the space: HFT should not exist. Break up the day into segments and have a single crossing. Do it every five minutes or whatever for sufficient timeliness. the millisecond race does not make anything better for anybody except the people doing the trading.
I've been building a bot with Typescript because it is what I know and Python because of the tools available. It is an overwhelming lonely endeavor. With all my other projects, I've always worked on teams, although they have always been very small teams and most of my work was autonomous -- still there was the occasional meeting and stand-ups. I've been working on this for six months and thought about bringing a frie…
I find this article to be absolutely pointless and clickbaity. It can be boiled down to: "you can use poligon.io for market data but algotrading is difficult anyway so there is not much to share yet".
Happy to answer any questions about this. It's been a side project that turned into a full blown obsession. There is nothing too secret about the system since it's more about having a solid platform that you can plug your strategies into. I'd probably even open source it but I'd have to clean up all my hacks :)
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Fascinating. Have you considered open sourcing this without your algorithms ( empty buy/ sell loops)? I’d like to play with something like this but I couldn’t be bothered to build it all from scratch.
Yeah, I can do that. Ping me at [redacted] and I'll send you a note when I've done it.
The last 18 months have been weaker than the first given the enormous structural shift in the market in this high inflation and rapidly rising interest rates environment, but we've still managed to deliver a return of +14.11% since the site launched in Jan 2022 compared to -7.83% for the SPX. We've managed to do it without any use of leverage and also with lower drawdowns as well of -16.48% vs. -27.57% for the SPX over that time frame.
Really funny coincidence that I am seeing Interactive Brokers mentioned in this good article. Story + rant time, feel free to skip if you are not interested how one guy gambled and lost. It's also a tentative call for partnership if somebody is interested. And a call for chat if anyone has any interest in the topic. (It's also kind of off-topic, my apologies for that. To me it seems semi-related but would agree with…
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Why is competition among exchanges a good thing? Why not a single, very regulated, exchange which serves as a neutral playing field?
Single point of failure is a simple justification right off the top of my head. What happens if you have a critical failure that brings down an exchange for several days?
Really funny coincidence that I am seeing Interactive Brokers mentioned in this good article. Story + rant time, feel free to skip if you are not interested how one guy gambled and lost. It's also a tentative call for partnership if somebody is interested. And a call for chat if anyone has any interest in the topic. (It's also kind of off-topic, my apologies for that. To me it seems semi-related but would agree with…
How did you get into this kind of shady arrangement? This is not how it works if you go to a reputable prop firm. Also sometimes they already have infra setup for you to build on.
Happy to answer any questions about this. It's been a side project that turned into a full blown obsession. There is nothing too secret about the system since it's more about having a solid platform that you can plug your strategies into. I'd probably even open source it but I'd have to clean up all my hacks :)
You may be interested in this: https://www.techtrader.ai/#wall Excerpt from his site: "Tech Trader is a fully autonomous trading system live with no human intervention or updates, now for over 10 years. It is unique from conventional algorithmic systems, not only because it actually is fully automated, but because it takes a "human" approach to markets. It is not quant. It is not stat-arb. It is not high frequency. I…
I call bullshit. Reads more like a scam for trading signals.