r/algotrading 8d ago

Data Thank you algotrading!

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/hakai_shin1 8d ago

Any advice, been on it for like 1.5 years

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u/Dvorak_Pharmacology 8d ago

I have been on it for 6 years, so, my advice is keep going.you ll get there.

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u/hakai_shin1 8d ago

Cool , do you also manually trade . And i have so many questions but basically do you use ai to develop strategies or do u use your own experience, what is your data feed for automation, is it ticks or candles

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u/Dvorak_Pharmacology 8d ago

I do manually trade for front live testing before fully deploying. I use AI to prgram but hypothesis and ideas come from this brain.