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A comment on Show HN: How I Used Machine Learning to Optimize My Trading Algorithm. Parent comment

Re:Show HN: How I Used Machine Learning to Optimize My Trad... by unreal37 on Tuesday March 26, 2013 @04:35PM (#5445902)
One point in the graph shows a -144% return. How do you even get a -144% return? Debt?
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Re:Show HN: How I Used Machine Learning to Optimize My Trad... by dunster on Tuesday March 26, 2013 @04:41PM (#5445938)
Yeah. This algo is highly leveraged - like 15X. It's possible to really lose your shirt if you trade this algo exactly.

Taibo's algo is interesting as a starting point. It's not one that that you just take off the shelf and start trading with. But, you can take it and learn from it and develop an alternative strategy. Presumably one with less risk!

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Re:Show HN: How I Used Machine Learning to Optimize My Trad... by meson2k on Wednesday March 27, 2013 @01:16AM (#5447921)
Dunster, any clue if Quantopian supports option trading?
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Re:Show HN: How I Used Machine Learning to Optimize My Trad... by KMag on Tuesday March 26, 2013 @05:54PM (#5446315)
Clearly the simulation doesn't take into account forced de-leveraging at significant losses due to margin calls.
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Re:Show HN: How I Used Machine Learning to Optimize My Trad... by loganfrederick on Tuesday March 26, 2013 @04:39PM (#5445926)
Shorting is also a possibility.
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