Show HN: How I Used Machine Learning to Optimize My Trading Algorithm
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Re: Show HN: How I Used Machine Learning to Optimize My Trading Algorithm
#2From the business standpoint, what are the risks/hurdles that need to be overcome for Quantopian to offer a "Operationalize Algorithm" button that starts running on real money?
Surely there could be some structure in which Quantopian gets institutional trader status (or whatever the "trade for (virtually) free" status is), and then passes off the low-cost trading to its users, for a fee.
Re: Show HN: How I Used Machine Learning to Optimize My Trading Algorithm
#3From the business standpoint, what are the risks/hurdles that need to be overcome for Quantopian to offer a "Operationalize Algorithm" button that starts running on real money? Surely there could be some structure in which Quantopian gets institutional trader status (or whatever the "trade for (virtually) free" status is), and then passes off the low-cost trading to its users, for a fee.
There aren't a ton of hurdles left before we start offering "live trading" on Quantopian. We have all the pieces, we just need to stitch them together. A couple more months, I think.
In the beginning, at least, it will be leveraged through your existing brokerage account. You're going to integrate Quantopian with your brokerage, and Quantopian will place orders for you with your brokerage.
If we're as successful as we hope to be that will mean we're driving a lot of trading volume. If you start driving enough trading volume, the exchanges start to pay you rather than the other way around. It would be a pretty sweet day if we can offer trading for free to our members and fund the company on the exchange fees.
Re: Show HN: How I Used Machine Learning to Optimize My Trading Algorithm
#4sticking around for 97% drawdown? Sorry.. doing this in real life would be more stupid than anything
Re: Show HN: How I Used Machine Learning to Optimize My Trading Algorithm
#5From the business standpoint, what are the risks/hurdles that need to be overcome for Quantopian to offer a "Operationalize Algorithm" button that starts running on real money? Surely there could be some structure in which Quantopian gets institutional trader status (or whatever the "trade for (virtually) free" status is), and then passes off the low-cost trading to its users, for a fee.
There aren't a ton of hurdles left before we start offering "live trading" on Quantopian. We have all the pieces, we just need to stitch them together. A couple more months, I think. In the beginning, at least, it will be leveraged through your existing brokerage account. You're going to integrate Quantopian with your brokerage, and Quantopian will place orders for you with your brokerage. If we're as successful as w…
Which brokerages do you see yourself allowing? I'm thinking of opening one
Re: Show HN: How I Used Machine Learning to Optimize My Trading Algorithm
#6sticking around for 97% drawdown? Sorry.. doing this in real life would be more stupid than anything
One point in the graph shows a -144% return. How do you even get a -144% return? Debt?
Re: Show HN: How I Used Machine Learning to Optimize My Trading Algorithm
#7Earlier quoted context omitted.
There aren't a ton of hurdles left before we start offering "live trading" on Quantopian. We have all the pieces, we just need to stitch them together. A couple more months, I think. In the beginning, at least, it will be leveraged through your existing brokerage account. You're going to integrate Quantopian with your brokerage, and Quantopian will place orders for you with your brokerage. If we're as successful as w…
Which brokerages do you see yourself allowing? I'm thinking of opening one
Interactive Brokers will be our first integration.
Re: Show HN: How I Used Machine Learning to Optimize My Trading Algorithm
#8Re: Show HN: How I Used Machine Learning to Optimize My Trading Algorithm
#9From the business standpoint, what are the risks/hurdles that need to be overcome for Quantopian to offer a "Operationalize Algorithm" button that starts running on real money? Surely there could be some structure in which Quantopian gets institutional trader status (or whatever the "trade for (virtually) free" status is), and then passes off the low-cost trading to its users, for a fee.
There aren't a ton of hurdles left before we start offering "live trading" on Quantopian. We have all the pieces, we just need to stitch them together. A couple more months, I think. In the beginning, at least, it will be leveraged through your existing brokerage account. You're going to integrate Quantopian with your brokerage, and Quantopian will place orders for you with your brokerage. If we're as successful as w…
How about risk and money management?
Re: Show HN: How I Used Machine Learning to Optimize My Trading Algorithm
#10sticking around for 97% drawdown? Sorry.. doing this in real life would be more stupid than anything
One point in the graph shows a -144% return. How do you even get a -144% return? Debt?
Yeah. This algo is highly leveraged - like 15X. It's possible to really lose your shirt if you trade this algo exactly.
Taibo's algo is interesting as a starting point. It's not one that that you just take off the shelf and start trading with. But, you can take it and learn from it and develop an alternative strategy. Presumably one with less risk!