Insight in Raising Fund
Reddit » Algorithmic Trading
by /u/kerdizo_ftw
1d ago
Hi, I have been working on a portfolio of trading strategy. It performed well in Out-Sample testing as well as forward testing, I want to take it live but I am looking for capital infusion as I don't want take it from Friends and Family. The strategy trades on highly liquid index derivative in Indian Stock Market, please find the preliminary results below for the period 01-01-2019 to 22-02-2023, it is inclusive of Brokerage, Taxes and Slippage. Capital required is around $40k. ​ https://preview.redd.it/n2bbnoc7cakc1.png?width=1129&format=png&auto=webp&s=084a01ea7b48fabe3705fd9bbfe ..read more
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Recommendations for Backtesting Geometrical Trading Strategies?
Reddit » Algorithmic Trading
by /u/kits678
1d ago
Hi r/algotrading, Exploring backtesting tools for strategies focused on geometrical patterns within the markets. Struggling to find platforms suited for detailed analysis of angles and shapes without heavy custom coding. Any tool recommendations or experiences with geometrical strategy backtesting? Thanks in advance! submitted by /u/kits678 [visit reddit] [comments ..read more
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Thursday Update No 4: Dividend Captures for 2/26-3/01
Reddit » Algorithmic Trading
by /u/divided_capture_bro
1d ago
Hi folks, This year I have been working on developing an algorithmic dividend capture strategy, some details/references/links being available in my post from last week. As noted there, I had recently switched to a refined strategy focusing on the turnover of capital. Here you will find a review of last weeks picks, picks for next week, and plans for the future. While the strategy remains in a manual testing phase, the goal is to eventually fully automate. Week in Review Last week I had posted 20 symbols which I had rated as both being "sufficiently profitable" to trade on and with a high like ..read more
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How to normalize options volume?
Reddit » Algorithmic Trading
by /u/surajR0cks
1d ago
Hi everyone one, i want to apply ML on volume data of options, but due to near expiry days volume rises too much . How can I normalize volume based on days to expiry? Also which model should I look for? I'm newbie in ML. submitted by /u/surajR0cks [visit reddit] [comments ..read more
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What is the "polygon.io" equivalent for non-US stock exchanges?
Reddit » Algorithmic Trading
by /u/false79
3d ago
I'm looking to expand my risk to other stock exchanges outside of Eastern Standard Timezone, outside of NYSE/NASDAQ. I would need both real-time and historical access. Ideally it would be within reach within retail traders just like how polygon.io has pretty low barrier of entry. Based on the shortlist below, what market data provider & API enabled brokerage would pair well? Shanghai Stock Exchange (CST) Euronext (CET/CEST) Japan Exchange Group (JST) Hong Kong Stock Exchange (HKT) London Stock Exchange (GMT/BST) Korea Exchange (KST) Taiwan Stock Exchange (NST) Australian Securities Excha ..read more
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Dev Rant: dropping MT5
Reddit » Algorithmic Trading
by /u/skyshadex
3d ago
Just disheartned about having to move away from MT5. With the recent shift on the FX side, all of that work is effectively deprecated for me. I've spent the better part of 6 months developing an order/execution management system. It was a large leg of my project. It was fun and I did learn alot. Starting from almost nothing, to learning networking and redis to connect my server and pass signals. It started very simple and functional. I eventually got more comfortable OOP. Got very good with data structures and matrix manipulation in the past few months here. Even got into ML with decision tre ..read more
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Seeking Guidance: How Do You Track & Organize Your Trading System's Performance?
Reddit » Algorithmic Trading
by /u/rabbitbubble
3d ago
Hey r/algotrading community, As one dives into the world of algorithmic trading you quickly discover there is almost endless resources on almost everything in the algo space, which is awesome!. There is one area, however, that seems a bit underdiscussed and I'm hoping to get your collective insights on it. The challenge I'm facing is tracking and organizing the performance of lots of different trading systems. While there's endless content on actual trading itself, there seems to be a significant gap when it comes to the organization, tracking, and performance assessment of these systems over ..read more
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Collect Realtime Data
Reddit » Algorithmic Trading
by /u/pequenoRosa
5d ago
I want to collect data from a Websocket.. using python.. how would one go about collecting large amounts of data this way and store them? I want to store the state of the Book each time a message gets pushed. submitted by /u/pequenoRosa [visit reddit] [comments ..read more
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Slippage issues because of market orders
Reddit » Algorithmic Trading
by /u/Milwookie123
5d ago
So I've backtested a strategy that works great on a variety of stocks. On the surface level, it seems I will get great returns, no problem. I knew I would have some discrepancies between backtesting and paper trading, but I didn't realize to what extent. Market fees among data subscriptions were pretty negligible compared to my strategy. But what I didn't see coming was how screwed you get with market orders. I can paper trade and backtest the same day and the results will be drastically different. After doing some research on the problem I stumbled across this forum. Which has the following ..read more
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What’s more valuable in the journey to profitability?? Advanced trading skills or advanced tooling?
Reddit » Algorithmic Trading
by /u/ThomasFiore
5d ago
I consider myself an average trader but I have elite level custom tools I built(software developer). I sat back the other day and wondered what was more important. I imagine there are elite traders out there with basic tools where they aren’t getting the premium opportunities I get from the tools I built. I wonder in the long term who would be more profitable, who would you rather be? submitted by /u/ThomasFiore [visit reddit] [comments ..read more
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