Lessons learned building an ML trading system

Great post! Very refreshing to hear about a) the honest level of effort involved in this type of endeavor, b) the amount of nonsense trading advice out there.

Maybe in a future post you could discuss the security and banking side of this in more detail? In the 6ish years I’ve played around with crypto trading (and I really mean play, nothing close to your level), I’ve had 2 exchanges hacked and lose all customer funds, another 2 had major security breaches causing days of downtime but recovered, and one site seized by the FBI.

Then there are the horror stories of banks freezing your account when you move funds in and out of exchanges. Luckily That hasn’t happened to me.

I bet you have some good stories and perspective on that side of it, I would love to hear it.

I've played with writing bots before and this post hits on so many of the edge cases I personally ran into. I have never heard it this well explained before. Brilliant.

The banking side is becoming more mature, I think, as many exchanges like Coinbase provide custodial cold-storage options for institutional clients.

Counter-party risk always exist.

> Then there are the horror stories of banks freezing your account when you move funds in and out of exchanges.

Depends on the country. What happened to me is that a bank did not freeze my account. Instead, they simply reported it to the government, and asked AML questions regarding the transfer. The government, on the other hand, wanted me to provide bookkeeping records. Otherwise, they were going to assume that every transfer coming back from cryptocurrency exchange was pure profit.

Basically, I was not raided, my accounts were not frozen, but the government knows my wallet addresses (and I had to pay back 4 years worth of cryptocurrency trading profits with interest applied, which also left me realize how little I had made profit in the end).

I’m impressed with this system, but I’m even more impressed with the author’s writing style. I’d love to see more technical posts written with this level of clarity.

I wish he'd keep it running, then write on lessons learned turning $200K into something much less, should such a loss be manifest.