Lessons learned building an ML trading system that turned $5k into $200k


55 bookmarks. First posted by apang42 17 days ago.


One of my recent side projects was building an automated trading system for the crypto markets. To be fair, I probably spent more time on this than on my…
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3 days ago by jiuks
One of my recent side projects was building an automated trading system for the crypto markets. To be fair, I probably spent more time on this than on my full-time job, so calling it a side project may not be completely accurate. The internet is full of people ready to teach you about trading. Most are trying to sell you something, and many are mistaking random chance for skill. Coming from a technical background in scientific research and software engineering, I tried to ignore anything with little scientific validity, like technical analysis, or anything that looked like marketing BS.
trading  machine-learning 
13 days ago by lenciel
One of my recent side projects was building an automated trading system for the crypto markets.
bitcoin  investing 
13 days ago by aram
RT : Lessons learned building an ML trading system
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17 days ago by ma51ne64
Fooled by Randomness: The Hidden Role of Chance in Life and in the Markets
ML  Trading  Finance 
17 days ago by lself
One of my recent side projects was building an automated trading system for the crypto markets. To be fair, I probably spent more time on this than on my full-time job, so calling it a side project may not be completely accurate. The internet is full of people ready to teach you about trading. Most are trying to sell you something, and many are mistaking random chance for skill. Coming from a technical background in scientific research and software engineering, I tried to ignore anything with little scientific validity, like technical analysis, or anything that looked like marketing BS. After a lot of iterations, I managed to build and deploy a system that turned my $5k investment into around $200k of pre-tax profit over a 12-month period while staying largely market neutral, i.e. not relying on ups or downs. The best run was a 4-month period without a single losing day. I did have losses on shorter time scales, but very rarely on a daily level.

In this post I want share some of the problems encountered and lessons learned. I will try to strike a balance between providing useful information while not revealing specific implementation details.
machine-learning 
17 days ago by austinpmaher
Lessons learned building an ML trading system
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17 days ago by demon386
One of my recent side projects was building an automated trading system for the crypto markets. To be fair, I probably spent more time on this than on my full-time job, so calling it a side project may not be completely accurate. The internet is full of people ready to teach you about trading. Lessons learned building an ML trading system that turned $5k into $200k
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17 days ago by Agiza
One of my recent side projects was building an automated trading system for the crypto markets. To be fair, I probably spent more time on this than on my…
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17 days ago by rogerhsueh
One of my recent side projects was building an automated trading system for the crypto markets. To be fair, I probably spent more time on this than on my full-time job, so calling it a side project may not be completely accurate. The internet is full of people ready to teach you about trading. Most are trying to sell you something, and many are mistaking random chance for skill. Coming from a technical background in scientific research and software engineering, I tried to ignore anything with little scientific validity, like technical analysis, or anything that looked like marketing BS.
analysis  algorithm  ml  trading 
17 days ago by adragomir