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

Posted by antire12 on Sunday June 13, 2021 @04:21PM
from the show-hn dept.

https://github.com/sommohapatra/reddit_sentiment

( 6 comments | 6 points | on HN )

Re:Show HN: I discovered a trading algorithm that returns ~2... by antire12 on Sunday June 13, 2021 @04:28PM (#27496102)

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 :)

[ Parent | on HN ]

Re:Show HN: I discovered a trading algorithm that returns ~2... by gus_massa on Sunday June 13, 2021 @04:27PM (#27496090)

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

[ Parent | on HN ]

Re:Show HN: I discovered a trading algorithm that returns ~2... by antire12 on Sunday June 13, 2021 @04:30PM (#27496121)

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 :)

[ Parent | on HN ]

Re:Show HN: I discovered a trading algorithm that returns ~2... by gus_massa on Sunday June 13, 2021 @04:59PM (#27496403)

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?

[ Parent | on HN ]

Re:Show HN: I discovered a trading algorithm that returns ~2... by imitationyogi on Sunday June 13, 2021 @04:31PM (#27496132)

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

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Re:Show HN: I discovered a trading algorithm that returns ~2... by eggbert12 on Sunday June 13, 2021 @04:25PM (#27496072)

Does this account for slippage and taxes?

[ Parent | on HN ]