Show HN: I discovered a trading algorithm that returns ~25.31% annually

Show HN: I discovered a trading algorithm that returns ~25.31% annually(github.com)

6 points by antire12 4 years ago

antire12 4 years ago |

Hey everyone, been working in quantitative finance for years professionally and for longer as a hobby.

In light of the WSB "movement" and the increasing power of retail traders, this is an algorithm that trades on the sentiment of WallStreetBets! More info in the repo readme on how it works, but would love to hear others' thoughts on this fun project :)

gus_massa 4 years ago |

This looks like the same algorithm posted 2 days ago in https://news.ycombinator.com/item?id=27477412

antire12 4 years ago | |

In fact it is! We worked together on it, but didn't get much feedback from that thread so we thought it'd be useful to share again :)

gus_massa 4 years ago | | |

Perhaps you can change the title to "We" so it's clear that it's a collaborative project.

Who is tstewart161? Is tstewart161 another person?

imitationyogi 4 years ago | | |

Didn't see it then so I at least appreciate it :)

eggbert12 4 years ago |

Does this account for slippage and taxes?