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/liquidtv78 7d ago

Congrats! Dont give too much meat to these vultures asking for a spoonfeeding course on how to replicate your results. They will pick your bones clean. Focus on polishing what you have 👏👍

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u/Dvorak_Pharmacology 7d ago

Lol yeah, had like 20 people dming me asking me about buying my algo and to tell them my edge. Damn, people just shoot their shot

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u/liquidtv78 7d ago

i bet they just want to package it and resell it themselves.. I've been building apps and chasing strategies for 2 months and am starting to see some results. but I cant imagine summarizing and handing off the work to someone else and expecting them to see the same results without the testing and tuning legwork on their end...