Get trader to profitability in at least one market

[owocki]

One could presumably increase the margin for a classifier such that, to classify a sequence of price movements as a BUY or SELL, the predicted movement must be higher than what it is now (0.002% increase/decrease threshold)

[owocki]

ACK if you are interested in contributing (one could contribute in the following ways: code, servers, test capital, intros to wall st quants).

[NDuma]

@owocki We've recently set up a Slack group where there are a few people working on separate API angles for money management and trading; starting with Polo. One of them is working with NeuPy for MLP NNets.
Would like to help with where I can; and, see if anything they are doing might aid this project as well.

[hft-singularity]

Thank you for open sourcing the project but.. lets be honest here. You only open sourced it because you couldn't make it profitable and you wait for someone that will do it for you, but even if anyone will manage to do it using your code, why share it with you? You wouldn't open source it, if it wasn't profitable yourself. That's why there is no other open sourced solution, that is profitable and never will be. Trust me i know a lot in this topic.

And most important point, profitable trading software while open sourced will become non-profitable when hundreds/thousands will start using it. Period. Every team that made profitable trading software will tell you that.

It's really a fun toy project, but nothing more. Fees are not a problem at all, doesn't matter if fee will go up or not it's just another variable and proper algorithm will adapt to new reality and you will still make money.

I can tell you what you need for profitable trading software:

1. Minimum millions of dollars in infrastructure.
2. Minimum millions of dollars for software engineers.
3. Millions of dollars for ML specialists, but not someone out from school, i am talking about people which names you can see often on published papers in the ML field. You know how much research is being done on trading software and not published? you would be amazed what kind of results those research give and how top trading algorithms look like. Unfortunately that's all i can say because of NDA.

And then months of hard work of a world class team developing state of the art software that will NEVER be open sourced.

Good luck anyway!

[grahamannett]

@hft-singularity what do you get out writing a post like that?

[hft-singularity]

@grahamannett

You mean showing how real life looks like ? And showing what you need to expect when you try to achieve something that complex like successful trading software? or what exactly you mean by "writing a post like that" ?

Don't believe me ? You don't need to, ask anyone that worked in a team like i described. Just ask. Or we can meet here in a year from now and see if what i said was true. Which ever works better for you.

[grahamannett]

@hft-singularity where did I disagree with you? why are you being incredibly hostile and belligerent over a public github repo?

[hft-singularity]

@grahamannett

I was harsh, but hostile? if you felt i was hostile toward you then i am sorry, it wasn't my intent.

[amingilani]

@grahamannett oh man, I was totally looking forward to tinkering with something like this. Only, I can't do python, and my job keeps me from spending too much time on fun projects.

@hft-singularity aren't you a game theorist. Regardless, you're wrong, some people like helping others on the internet, especially for profit. Also, collaboration is the whole point of open source. Your comment wasn't constructive or helpful in any way.

[zenlambda]

A LICENSE file might help when inviting contributions, so people know what the ground rules are.

[kordless]

@hft-singularity you really should stop speaking for others. It's a bad habit and discouraged here.

Joined on Mar 26, 2016

Figures.

[owocki]

@NDuma yes, please send an invite to ksowocki@gmail.com!

@hft-singularity Thanks for your comment. You posit an interesting question about human nature, and about motivations in open source software.

If someone gave you an half-written instruction manual and a toolkit that could turn an ordinary goose into a golden goose,
(1) Would you have a go at it?
(2) Would you share or hoard the golden eggs if you figured out the rest of the instructions?
(3) If you did share them, would the sum of the contributions compound and create more profit for everyone? Would the global markets for golden eggs come crashing down due to increased supply? And if so, how soon until that happens?

I do not presume to know the answer, but the undergraduate anthropology minor in me says that watching the 'pull requests' tab of this repo will yield some interesting clues. You are welcome to open another Issue and continue debating this there.

@amingilani python is easy to pick up. i'll happily coach you through it!

@zenlambda thanks, ill open up another issue; hopefully i can get to that today.

I have an idea related to this paper published in 2014, " http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2259133 ". I hope to post more in a bit when I finish working on it, but for now thanks for releasing this information! :) I hope to be able to contribute more in a bit.

[rmendes900]

Hi @owocki , I was checking your code and looks very nice by the way. The problem is that you missed a major vector that is the trader strategy according to the market sentiment. Probably if your learning machine was doing the tests considering that, at this time you supposed to be with a lot more coins.
Well, I am a Trader and Coder, I can help you on that. Let me know. I will fork your code and see how can I contribute.