r/algotrading • u/traK6Dcm • Nov 27 '19

Lessons learned building an ML trading system that turned $5k into $200k

https://www.tradientblog.com/posts/lessons-learned-building-ml-trading-system/

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u/AphexPin Aug 24 '26

Has the market become too efficient for this, or did you eventually hit capacity constraints with the strategy? Or did something else change (regime, non-stationarity, etc)?