How I made $500k with machine learning and high frequency trading

Re:How I made $500k with machine learning and high frequency... by dschiptsov on Tuesday November 06, 2012 @11:51AM (#4749231)

He used his own money to test his algos? Come on.

Taking a Machine Learning and Statistics course does not make you a trader. You need something else - access to the system.

This is why my guess is that he was an employee.

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Re:How I made $500k with machine learning and high frequency... by oijaf888 on Tuesday November 06, 2012 @12:58PM (#4749551)

An employee of what? He states above that he was paying roughly $200/month for a server and $1800/month for the software/data connections to his broker.

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Re:How I made $500k with machine learning and high frequency... by dschiptsov on Tuesday November 06, 2012 @02:13PM (#4750053)

Prior to setting up my automated trading program I’d had 2 years experience as a “manual” day trader. - mom's and pap's 401k?

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Re:How I made $500k with machine learning and high frequency... by mattyppants on Tuesday November 06, 2012 @01:41PM (#4749804)

No, he said he backtested them against data he collected from the feeds. He paid for the feeds just like everyone else does with his own money.

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Re:How I made $500k with machine learning and high frequency... by dschiptsov on Tuesday November 06, 2012 @02:18PM (#4750090)

For me it all looks like a bad-written fiction, and the source is just a blog post.

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Re:How I made $500k with machine learning and high frequency... by rafkin98 on Wednesday November 07, 2012 @04:25PM (#4755265)

And that's the beauty of it - take it or leave it.

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