Who here has actually implemented an automated trading algorithm which outperformed the stock market?
I have. It was easy. All the algorithm did was ignore the stock market and buy real estate! Ba-dum-tssss.
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>>1231025
Easy. Make a trading algorithm that spends your savings on SPY once a month and shorts all the penny stocks promoted on /biz/.
>>1231025
In the long run? No. Nobody. That's why the richest person on Earth didn't get there by creating said algorithm. It can't be done.
>>1231072
Oh, and top notch diversification you have right there, pal.
I have.
I run a small "one man band" prop trading firm make my living from it.
It wasn't as hard as you'd think, took about four years to go from first lines of code to a rock solid engine with cock solid strategies to drive it.
I had about 10 years of programming under my belt going into it.
>>1231554
its like you actually think anyone in the algo trading industry gives a fuck about 'the long run'. you make something that works RIGHT NOW, and then continue using it until it stops working as well. by that time youre already on to the idea after the next idea. some algos are good for a couple days of profit, some are good for weeks or even months. but nobody gives a fuck about years.
>>1232146
Pretty much this. Algo trading is a game of collecting strategies and filling niches.
You'll have better luck inventing a time machine, going back in time, jacking yourself off, and investing in bitcoin.
Anyone claiming they've done anything remotely similar to the OP is lying.
>>1231025
I did and it was simpler than one thinks.
I used nodejs, postgresql for the engine and MS excel for reporting. MATLAB for the modelling.
First I started writing cryptocoin arb algos, then I got some courage in me and moved on to the IB API.
Any more info and you'll need to be dev'ing with me.
doesnt automated trading depend a lot on latency?
>>1232176
No, not unless your model specifically depends on latency time. Most of it for amateurs will be similar to momentum trading, you'll have target stock collection, spreads, events, etc...
>>1232176
not necessarily... some strategies are latency sensitive other's aren't
>>1232170
Spoken like someone who's never made a trade or written a line of code in his life.
The stock market is not some great mystery beyond the realm of human understanding.
Apply yourself.
>>1232172
Come hangout with some other algo guys.
discord gg/0r6y9uFQmX8dl6aC
>>1232468
Thanks bud, in there now.
