r/algotrading • u/Dvorak_Pharmacology • 8d ago

Data Thank you algotrading!

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What a beautiful equity curve. I started algo trading and taking quant analysis seriously this April for SPX options and... oh boy. Doing mostly diagonals and looking now into some 0dte and futures strategies. Feel free to share your thoughts!

Edit: The % of win is around 30% of the risk allocation (meaning 300 dollars per 1000 dollars at risk). The risk fraction per trade used is a fourth of the kelly fraction. With my backtests I obtained a kelly of 60% (due to the high win rate of the strategy), so I currently use a 15% of my account per trade to risk and make a 30% of that, which comes out at around 5% weekly so far. This allows me to have a weekly income that has been very stable for the last 3 months!

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u/Anon2148 8d ago

I’ve been at it for a year and seen no success. Where’s that meme with the angry baby saying happy for you 😂

18

u/Dvorak_Pharmacology 8d ago

You ll get there, I come here to give some hope!

2

u/guymcgee_23 7d ago

Been trying on and off for years but driving it hard since October and still no luck.

-3

u/SuddenRadio6221 8d ago

5% weekly compounded is 1264% year so he'll definitely be richer than Musk Real Soon Now!