Show HN: I discovered a trading algorithm that returns ~24.85% annually

• SectorTradingAlgorithm

  5 457 0.0 JavaScript

• CryptoGPU

  2 16 0.0 Cuda

  Cryptocurrency prices analysis

• WorkOS

  workos.com sponsored

  The modern identity platform for B2B SaaS. The APIs are flexible and easy-to-use, supporting authentication, user identity, and complex enterprise features like SSO and SCIM provisioning.

  

• ubique

  1 109 1.8 JavaScript

  A mathematical and quantitative library for Javascript and Node.js

I forked your project and added a financial metrics analysis package.

.067 sharpe ratio, .11 sortino, largest drawdown was ~41%

Not very good numbers. Fun stuff though!

[0] https://github.com/maxto/ubique

• Alpaca-API

  81 137 0.0

  The Alpaca API is a developer interface for trading operations and market data reception through the Alpaca platform.

  

There are cloud services which will run your trading algorithms.

Here's one I found just with a google search: https://alpaca.markets/

• SectorTradingAlgorithm

  1 4 4.6

all forks on GitHub are public, i took the liberty and did some snooping, the only fork which had some new commits was this one: https://github.com/jesshowe/SectorTradingAlgorithm

• Stock-Prediction-Models

  215 6,620 0.0 Jupyter Notebook

  Discontinued Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations

Unrelated, but it's surprisingly hard to get backtesting right.

I found a bug[1] in a popular (4000 star) stock forecasting model on github where future knowledge subtly leaks into the training data. People seem to keep using the project though!

[1] https://github.com/huseinzol05/Stock-Prediction-Models/issue...

Suggest a related project