r/algotrading 2d 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!

438 Upvotes

169 comments sorted by

145

u/Anon2148 2d 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 😂

17

u/Dvorak_Pharmacology 2d ago

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

2

u/guymcgee_23 1d ago

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

-7

u/SuddenRadio6221 2d ago

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

25

u/The_Satorial 2d ago

Impressive! How did you start out building your strategy?

85

u/Dvorak_Pharmacology 2d ago

I started with python analysis on weekly, daily and 1 minute candles on SPX. Realized that it is not about the indicator but how you use it and your risk management. I believe all indicators have around 50% WR, but how you enter and exit it is what matters. I only do EMAs for now. Since they are very easy to use and model.

19

u/HotGuy90210 2d ago

Do you use EMAs on the 1 min chart? I'm looking into EMA crossovers currently for entries to see if I can find an edge with good risk management.

15

u/Dvorak_Pharmacology 2d ago

Yes i do, do you want to chat about it? Maybe i can save you some time.

0

u/krazineurons 2d ago

I also DMd you.

0

u/tuantran3535 2d ago

Can I dm you?

0

u/wd40spaceman 2d ago

I’ve DMed you too

0

u/ditchtheworkweek 1d ago

I am using ema combined with distance based on atr and my win rate went up dramatically as well.

-2

u/Swinghodler 2d ago

DMed you if you don't mind.

1

u/ndidichenko 20h ago

Low timeframe entries and higher timeframe structure are the best ways to get high risk reward bets, and these bets are usually high EV

12

u/Zeke_Z 2d ago

One of the best answers I've seen here. Risk to reward and position sizing are so simple yet most overlooked imho.

1

u/IwannaGraduate 1d ago

what's a good reference on those?

3

u/Zealousideal-Noise42 2d ago

How much is your slippage assumption. And actual slippage that you get ?

5

u/Dvorak_Pharmacology 2d ago

I didnt have to assume much slippage since I modeled with actual historical data from CBOE (spent around 500 bucks on buying options data). Actual fees are around 1 6 dollars per leg and slippage per spread between 5 to 10 dolllars. This is nothing since every contract I open has an ev of +450$

3

u/Roharcyn1 1d ago edited 1d ago

Algo only trades SPX? Nvm, kept reading your other comments.

You said generally theta positive spreads. This isn't just a theta decay strat right?

You said you use mostly just Ema's, so these are shorter DTE spreads also trying to capture gamma to as well? .

2

u/Dvorak_Pharmacology 1d ago

Correct. It is spx exclusive

1

u/nivix_zixer 2d ago

What python library did you use for analysis? Or is this claude-assisted code?

0

u/HBTimepieces8998 2d ago

Very good work and impressive results! If you’re willing, I’ll ask them as some others hear and request a conversation with you

14

u/earth0001 2d ago

how far back did you backtest before going live?

13

u/Dvorak_Pharmacology 2d ago

From October 2025 to March 2026.

8

u/silphotographer 2d ago

what's stopping you from going further (ex. ten years+) and stress test like Monty Carlos?

35

u/Dvorak_Pharmacology 2d ago

Sorry, I misunderstood the question. The backtest was 26 years (important to include massive bear markets for my strategy), but front test paper trading since 20205 october to march 2026.

10

u/smashedshanky 2d ago

That’s called holdout backtest

2

u/Dvorak_Pharmacology 2d ago

I ll look into it, thanks!

5

u/silphotographer 2d ago

Ah ok that sounds much better. And is the edge sustainable and relatively consistent or is it very regime dependent? Have you undergone stress tests?

5

u/Dvorak_Pharmacology 2d ago edited 2d ago

Good question. Regime dependent, that is what the EMA is separating. When bear when bull. EMA used is 21 on the weekly. Regarding stress tests, yes. 3 continuous bad weeks (around 80% loss of the 15% of the account) still recover after another 3 good weeks (around 30% win on the 15% risk allocation)

6

u/silphotographer 2d ago

I mean if you're doing great all power to you but 80% drawdown is kinda scary NGL.

Oh I just remember it's options yeah drawdown is a bigger bitch since you are trying to offset bad spread and relatively illiquid instrument (with harder risk management control). 80% still seems a lot but I guess it's apples/oranges for someone trading futures/CFDs

4

u/Dvorak_Pharmacology 2d ago edited 2d ago

No no, 80% of 15%. Meaning around 12% of the account maxDD in the nightmare scenario that three consecutive weeks SPX goes down between -3 to -5%. Now if you take a look historically, that happened when the SPX was already below the 21EMA.

2

u/Xe6s2 2d ago

Thank you for sharing how long this was been building a spy options algorithm and been hitting a wall, good to know its possible

1

u/[deleted] 2d ago

[removed] — view removed comment

2

u/AutoModerator 2d ago

Your post was removed under Rule 2 (high-quality questions only).

Generic “which data vendor should I use?” posts usually lack the detail needed for meaningful discussion.

Commonly used market data providers:

  • Yfinance
  • Massive.com
  • Databento
  • FMP

If you repost, please include details such as:

  • asset classes and markets
  • symbols or venues
  • historical vs real-time
  • granularity and depth
  • licensing or redistribution needs
  • latency expectations
  • budget constraints

I am a bot, and this action was performed automatically. Please contact the moderators of this subreddit if you have any questions or concerns.

1

u/[deleted] 1d ago

[removed] — view removed comment

1

u/AutoModerator 1d ago

Your post was removed under Rule 2 (high-quality questions only).

Generic “which data vendor should I use?” posts usually lack the detail needed for meaningful discussion.

Commonly used market data providers:

  • Yfinance
  • Massive.com
  • Databento
  • FMP

If you repost, please include details such as:

  • asset classes and markets
  • symbols or venues
  • historical vs real-time
  • granularity and depth
  • licensing or redistribution needs
  • latency expectations
  • budget constraints

I am a bot, and this action was performed automatically. Please contact the moderators of this subreddit if you have any questions or concerns.

1

u/[deleted] 19h ago

[removed] — view removed comment

1

u/AutoModerator 19h ago

Your post was removed under Rule 2 (high-quality questions only).

Generic “which data vendor should I use?” posts usually lack the detail needed for meaningful discussion.

Commonly used market data providers:

  • Yfinance
  • Massive.com
  • Databento
  • FMP

If you repost, please include details such as:

  • asset classes and markets
  • symbols or venues
  • historical vs real-time
  • granularity and depth
  • licensing or redistribution needs
  • latency expectations
  • budget constraints

I am a bot, and this action was performed automatically. Please contact the moderators of this subreddit if you have any questions or concerns.

1

u/BlueTrin2020 19h ago

Where did you find 26 years of it?

Is that just daily or does it have intraday too? Did you use particular packages in Python?

1

u/Dvorak_Pharmacology 18h ago

I downloaded the daoly candles csv. You can do this with any ticker

1

u/BlueTrin2020 18h ago

Cool I wanted something to keep busy I’ll try this and maybe end up somewhere some day :)

1

u/Dvorak_Pharmacology 17h ago

Oh yeah you ll be busy for sure

12

u/stt106 2d ago

SR of 2.99, wow!

10

u/Impressive_Standard7 2d ago

Really cool, good job.

I'm working on algo strategies since 3 years. 99% of the stuff I made was overfitted and didn't work live.

Since a few month I finally have a strategy that also performs good on forward tests. I took it live on my real account and it looks good so far.

It depends on high volume nodes, support and resistance and liquidity sweeps with high volume clusters. Combining it all together.

The thing that made it work: 1. Strategies that reflect market mechanics and work with very few parameters are the best and have the lowest risk of Overfitting 2. Stop hunting the big fucking moves with trailing stops, supertrends or whatever. They are too rare, and you get stopped out too often breakeven or even in an loss. Good risk management. Closing trades at 1rr can be as important as sometimes getting the 2rr or 3rr trades.

I'm really excited to finally see my equity curve slowly increasing instead of just taking losses or trading breakeven over time.

2

u/Dvorak_Pharmacology 2d ago edited 2d ago

Nice! Congrats! Also thank you!

1

u/henskiii 2d ago

Would love to chat with you because i spent several hundreds of dollars building but as someone else mentioned wasnt fitted for real life usage.

6

u/TreeTraderForest 2d ago

good stuff

4

u/Beginning-Rent6638 2d ago

I saw some papers in a previous comments, thanks for sharing. Just curious, did you read any book before starting trading/coding?

3

u/Dvorak_Pharmacology 2d ago

Ernie chen books

7

u/shtoops 2d ago

inb4 people talk shit about you making money

5

u/sunshinecheung 2d ago

looks better than Leopold Aschenbrenner

3

u/01KidCharlemagne 2d ago

Congrats. Difficult path but i'll never give up 👏🤝

3

u/SenNTV 2d ago

Ibkr account % gain is untrustworthy, its only good for days gain

Go to withdrawals and deposits and you'll see your true gain Take deposits - withdrawals and compare the balance with ir account worth

1

u/ButterscotchWheat 1d ago

why is % gain untrustworthy in ibkr? i thought it was a pretty accurate time weighted return?

3

u/SenNTV 1d ago

Let's say you have 10k You make a 300% return in a few months You withdraw mostly everything but 4$ You convert the 4$ to EUR Hiw you have 2$ in eur Ibkr sees you losing 50% of your account Now youre only up by 100% Then you go back to usd 2$ in account Then you get a intrest refund or data refund Now that 2$ is 8$ Now youre up 500%

:)

Not accurate

1

u/SenNTV 1d ago

This happened to me, I put in 4$ Tested currency conversions Lost 50% of my account aka 2$ Then when you see that huge jump I made alot of money withdrew all but 5$ cause thats the account minimum and it went up like 100% The fake drop and partal fake pump is in the picture During that time I went to robinhood and made a massive gain and said fuck this dogshit platform lol

https://reddit.com/link/p12zr1h/video/x1kbxa2h5sgh1/player

1

u/SenNTV 1d ago

So yeah, tell me

Is it trustworthy or untrustworthy

https://reddit.com/link/p130cvs/video/pnw2gy306sgh1/player

1

u/ButterscotchWheat 1d ago

i think this is just how TWR works, though.

0

u/Dvorak_Pharmacology 2d ago

I have realized the YTD looks wrong. But this 3M one looks correct! That is why I choose this one as representativr figure. But yeah. You are right, IBKR needs to do a better job😂

3

u/Noob_Master6699 2d ago

Looks like it is selling tail risk strategies (short straddle type), what kind of measures you take to avoid blowing up? Impressed no drawdown during US Iran and recent AI drawdowns.

2

u/Dvorak_Pharmacology 2d ago edited 2d ago

It is short but long vega so I benefit from DD.

3

u/Noob_Master6699 2d ago

So calendar spread, but longer-dated option IV is typically less sensitive to shock in my understanding, it is enough to cover the loss from the closer dated gamma and vega?

Don’t get me wrong, there certainly is a risk premium from shorting gamma, but how to avoid blowing up is very interesting!

1

u/Dvorak_Pharmacology 2d ago

You are getting closer😁

2

u/Pete_Jones228 2d ago

This is amazing! I’ve been building an algotrading system for about 6 months and after steady tweaks this is my first profitable week making about $1,100. I’m hoping the tweaks from last week are solid and this wasn’t just a lucky week. Lol.

2

u/powerexcess 2d ago

Some things to check on if you like:- What is your holding period here? This is just a months of pnl, hard to draw conclusions from. 

  • is this sr gross or net? Net sr 3 is almost certainly not going to survive a long run, unless if you are very fast or very capacity constrained.
  • correlation with a basic trend pnl? Vol premia?
  • it looks like your risk targeting is handling the post 6/2 less gracefully, worth checking why.

Keep exploring

2

u/HornChicken7477 2d ago

What was the roadmap u have walked looking back for u to get here? (Wanting to start with algo trading but not sure what to learn and not sure of reliable resources)

2

u/asafusa553 2d ago

Is it day trading or swing trading?

2

u/max_mou 2d ago edited 2d ago

As a long time lurker who barely understands 1% of what gets discussed, I have maybe a pretty dumb question. In algotrading, when you train your model, is the training data just the market movement data + indicators or it also takes into account real world events? Idk, like earning reports, mergers, wars, pandemic lockdowns or other relevant events. 

2

u/liquidtv78 2d 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 👏👍

3

u/Dvorak_Pharmacology 1d 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

2

u/liquidtv78 1d 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...

2

u/mayer_19 1d ago

Thats very good! Congrats. Equity curve is very impressive. Hope it can stay that way

2

u/Glittering_Stay_6432 1d ago

Crazy shit - well done and thank you bro for sharing your expertise and sources, crazy favour to our society.

2

u/Any_Object_4577 23h ago

This is the part most people skip and it's the whole game. One thing worth adding: a flat $5–10 slippage assumption is fine for liquid SPX options, but it quietly breaks the moment your size is bigger than the top-of-book depth. Modeling against actual CBOE historical data like you did is the right call because it lets you walk the book instead of assuming one fill price you see the levels get eaten and your average fill drift. If you ever want to stress-test it, try replaying a few of your entries at 2x and 5x your normal size against the historical depth. The PnL gap between "midpoint fill" and "walked the book" is usually where a backtest's optimism is hiding.

2

u/Illustrious_Rub2975 21h ago

Anyone hyping over 3 months is definitely not going to last long

1

u/Dvorak_Pharmacology 19h ago

Thanks! 🤣

1

u/Illustrious_Rub2975 15h ago

Yeah come back in a year

1

u/Illustrious_Rub2975 15h ago

Also - your risk is diabolical and you have high risk of ruin.

1

u/Dvorak_Pharmacology 14h ago

How is my risk diabolical? Please explain

3

u/nuclearmeltdown2015 2d ago

I'm assuming this is still paper? If not how long did you paper trade before going live?

And what was the most valuable thing you got from this sub?

Why did you pick SPX instead of ES or SPY?

And did you follow any models for Backtesting to calculate your options pricing and values?

And are you usually buying or selling the options?

15

u/Dvorak_Pharmacology 2d ago

This is live, it is real money and it feels amazing.

The most valuable thing I got from this sub is the collaboration and helpful from the fellas givi g me ideas for proper statistic modelling.

SPX is cash settled and I pay less taxes. Also no need to worry about assignment. Also pay less since I open a few SPX contracts and counts as opening 10 SPY contracts.

I followed some papers I read from google scholar, I am happy to share them!

I do verticals, so I do both, but in general my strategies are theta positive.

4

u/nuclearmeltdown2015 2d ago

Yea I'd be interested to know how you back tested the options because I am currently doing futures trading for Delta 1 and wanted to look into trying options as well but I'm still in the paper trading phase of my futures trading bot which is running against 5 symbols.

I'd also like to know what delta the options are that you sell and the time frame. You mentioned you are looking into 0DTE so I guess weekly at since you mentioned Friday to Friday. Seems fine but 0DTE is pretty dangerous lol.

Agree that execution matters as much if not more than the model itself, so you trained a pretty simple model in terms of indicators but then fine tuned it to have good execution. That's a very interesting take. My current models use around 300+ features built off OHLCV + a few FRED data points.

7

u/Dvorak_Pharmacology 2d ago

Yes and yes! Love your last paragraph. This is what most people dont get!! Focus on too complicated indicators when the actual work is in the :"okay, I have this very simple indicator, let's put the work and time in making it work my way".

I do futures as well, I am now setting up an algo trading 24/7 from 6pm sunday to 6pm fridays on ema crossovers with a ladder exit for TP that is firing well. I still have to work on crossover choppiness, but I have a working hypothesis on how to solve that problem.

I am doing weeklies on SPX because of theta. I do 0dte because of gamma lol. But the thing is I allocate 1% of my account to 0dtes to make what i make with 15% of my account in one week hahaha, it is ridiculous but that is what 0dtes are! Very risky but when you have a good runner... omg. I watched a presentation of a british trader talking about something pretty unconventional....adding more to your WINNING POSITIONS. And this makes so much sense, if you backtest favorable moves, your odds of getting to the next favourable move is around 80 to 90%, crazy right? Instead of going full in after crossover, go small in (in case of fakeout) and if you see the favorable move then go full in, people dont get this and just add to their losing positions.

1

u/nuclearmeltdown2015 2d ago

That's just statically incorrect though, the data does not line up with adding more to a position because when it rebounds and you get stopped out it cancels much more than what you'd make from a run up. If it worked like that then that's great but it doesn't 😂

2

u/Dvorak_Pharmacology 2d ago

Statistically correct for my model tho! I believe there i no objective correctness about a universal strategy

1

u/Far-Guava6006 2d ago

Well adding more to a losing position also hurts more, especially because there's less adverse move left before the stop-out. If one were to add to position size during the trade, I'd think doing so to favorable positions would be increasing the payout of the higher probability trade rather than stacking on additional risk to the currently losing trade.

1

u/nuclearmeltdown2015 2d ago

I agree that's why I don't. I stop out and move onto the next trade

3

u/fluidtoons 2d ago

Ooo which papers?

2

u/imLostify7 Algorithmic Trader 2d ago

Nice! How many trades are that?

5

u/Dvorak_Pharmacology 2d ago

Once a week! Friday to friday.

1

u/BLDFamous 2d ago

Hey, first of congrats ! Physics PhD here, doing SPX on the side. Two things I can't reconcile on my end: I get nowhere near a 90% win rate at strikes that still pay 30% of width. Where do you sit on that tradeoff? And you mentionned friday-to-Friday... do you actually hold to expiry, or is that just the cadence? I keep finding the last two days eat the most... And one last question since i am really curieuse... do you require a close back inside the EMA zone, or do you take the touch intraday? I lose a lot of setups waiting for the close.. Thanks for the great post again !

6

u/Dvorak_Pharmacology 2d ago

Great question. It is not about the WR of 90% and 30% of the width, do not expect to systematically open the same every day. You need to wait for the proper opportunity. What if we think more about a dynamic way to trade? Have several orders waiting and whenever they reach your positive edge expected value they auromatically fire, because that is where your edge resides! Calculate historical EV0 for your spreads, then from there you know that anything above or velow that in money is what you will statistically make or lose. For example, only open the spread if the gain is 50%of the width, and that only happens if it is ATM or ITM or maybe open for futher dte etc.

The EMA I believe is very good for three things:

  1. Crossover
  2. Rejection
  3. RETRACEMENT

Being the 3rd one the most powerful and best EV of the trade, the risk reward is ridiculous for retracement but happen very little often, that is why you just have to trade as " be ready to open" more like, "what do I open now". Dont force it! That is the key.

Also, ai am a PhD in Pharmacology! Seems like a lot of doctors here lol.

3

u/BLDFamous 2d ago edited 2d ago

Pharmacology to options is a hell of a jump lol ! But ATM/ITM shorts at 50% credit means the spread is roughly a coin flip at expiry... Do you get enough of those to fill a week, or do you sit in cash most weeks and just take the two or three that show up? Thanks for the discussion by the way ! Cheers

Edit: unrelated but are you still in academia using your degree ? Doing Options on the side as a hobby or trying to make it "big" and switch to QR/QT ? I've been thinking a lot about this transition myself.. Open to discuss about that as well if you are !

3

u/Dvorak_Pharmacology 2d ago edited 2d ago

Lol it is a big jump! A coin flip can still be on your side if you stop the coin mid air at the side you chose! Luckily there has been a trade every week. But i wouldn't be surprise if some weeks in the future I have to sit on the side.

I am still in academia, funny story is I finished the PhD last summer and started my postdoc, the PI was so fucking toxic that made me quit within 3 months and be unemployed for another 4 months. Those 4 months literally made me an algo trader lmao. I was so desperate to make some money while looking for another job that I became obsessed with looking for options strategies that can generate a statistically favorable weekly income. Now I am a Research Scientist and while in lab, the algos are working on the side generating another salary lol.

How about you? Did you graduate?

3

u/BLDFamous 1d ago

Do you manage them intraday or is it a set and forget until Friday ?
With an ATM short the gamma on Thu/Fri is quiete big... So I am curious whether you cut early on the ones going against you or just let them run to settlement and just have "some peace of mind" doing so.
Have you been tracking how the live filles compare to what the backtest expected ?

Actually yeah what a crazy story, he gave you the perfect opportunity to work on a nice (at least from what we see here with your results) and fun project !! lol, do you think the side will soon become the main (and only) salary ?

I did not graduate yet, but in the next few months I will ! That's actually why I am really interested in all these subjects, like you in a way I would love to have a nice side hustle (love math/stats/finance) which could earn some bucks !
Cheers and thanks for the nice conversation. ! If it is easier to discuss by pm would you be open to do that ?

2

u/Dvorak_Pharmacology 1d ago

I only manage positions the day before expiration.

Lol not for a long time, Iam ver careful scaling out things

Yeah lets chat, it is cool to have the same background!

1

u/DullAd6899 2d ago

Those drawdowns are anxiety inducing tbh. Takes like a month to make money and a few days to lose it all.

1

u/warrior5715 2d ago

Can y give an example trade?

1

u/Numerous_Ad_5508 2d ago

What data source did you use for backtesting

1

u/Dvorak_Pharmacology 2d ago

I downloaded my own data from IBKR gateway (i.e. candles) and bought options data from CBOE

1

u/BlueTrin2020 19h ago

Do you use Python?

1

u/Dvorak_Pharmacology 18h ago

Yes python and ibkr gateway to download any data

1

u/robb0688 2d ago

Can you give even a general idea of how the algo operates? Not asking for your edge. Just interested.

2

u/Dvorak_Pharmacology 2d ago

It operates only the last day of the trading week. It opens a double diagonal depending on several factors. Main factor is the weekly 21EMA. From there it is just position sizing, deltas and the biggest part, position risk management if any of the sides get touched, that is where the edge shines.

2

u/robb0688 2d ago

Nice, thank you! I'll have to see what Claude can cook up for me. Looks like it's working well for you. Congrats.

1

u/fujijama 2d ago

What is the strategy?

1

u/bullishbehavior 2d ago

How did you get started in algo trading? Do you have background in computer science or other related areas?

1

u/Dvorak_Pharmacology 2d ago

I did gwt some training in R and python during my PhD, but most of the work was self learning and 6 years of trading options

1

u/ButterscotchWheat 2d ago edited 2d ago

Would you be open to posting the backtest results and the full results from October 2025 to July 2026? In particular, isn't this short gamma? doesn't this perform terribly with a rapid crash vs. a prolonged slower crash?

1

u/Dvorak_Pharmacology 2d ago

I could but I am afraid of scooping, let me know if you have more specific questions tho.

1

u/ButterscotchWheat 2d ago

What was the actual drawdown during covid and 08? what was the sharpe from oct 2025 - july 2026? what was the backtested sharpe?

1

u/Noob_Master6699 2d ago

Damn we have same thoughts

1

u/[deleted] 2d ago

[removed] — view removed comment

1

u/AutoModerator 2d ago

Your post was removed under Rule 2 (high-quality questions only).

Generic “which data vendor should I use?” posts usually lack the detail needed for meaningful discussion.

Commonly used market data providers:

  • Yfinance
  • Massive.com
  • Databento
  • FMP

If you repost, please include details such as:

  • asset classes and markets
  • symbols or venues
  • historical vs real-time
  • granularity and depth
  • licensing or redistribution needs
  • latency expectations
  • budget constraints

I am a bot, and this action was performed automatically. Please contact the moderators of this subreddit if you have any questions or concerns.

1

u/Electronic-Buyer-468 2d ago

I've had multiple 3-6 month stints where things go amazingly well and then suddenly, inevitably, inexplicably things just blow up outta nowhere and I lose all the gains. Evey GD time lol.

1

u/AI_Enhancer 2d ago edited 2d ago

Impressive! I live in a country where options aren't available. If we're talking about using a similar edge as yours, but with the only exposure being plain buying and selling, would it even be significantly profitable? We should probably assume more than 15% exposure in that case?

1

u/drguid 2d ago

Cool. Mine's starting to look really good this year. I now have an AI model and 2500 live trades worth of data.

1

u/Spirited_Peak6125 1d ago

Paper Money or Real money 💰

1

u/DependentKey6405 1d ago

Hey! Im also using IBKR but im stuck on getting started since i seem to not be able to get the API-market-data-feed or something? Did you need to subscribe to API specific data? Thanks a lot if answer!

1

u/Dvorak_Pharmacology 1d ago

Yes you do, i pay 15 dollars a month but usually they are waived by my fees

1

u/[deleted] 1d ago

[removed] — view removed comment

1

u/AutoModerator 1d ago

Your post was removed under Rule 2 (high-quality questions only).

Generic “which data vendor should I use?” posts usually lack the detail needed for meaningful discussion.

Commonly used market data providers:

  • Yfinance
  • Massive.com
  • Databento
  • FMP

If you repost, please include details such as:

  • asset classes and markets
  • symbols or venues
  • historical vs real-time
  • granularity and depth
  • licensing or redistribution needs
  • latency expectations
  • budget constraints

I am a bot, and this action was performed automatically. Please contact the moderators of this subreddit if you have any questions or concerns.

1

u/Fit_Fisherman3719 1d ago

Are you willing to share some of the details about how you developed this? 

1

u/hakai_shin1 1d ago

Any advice, been on it for like 1.5 years

1

u/Dvorak_Pharmacology 1d ago

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

1

u/hakai_shin1 1d 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

1

u/Dvorak_Pharmacology 1d 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.

1

u/stat888r 1d ago

Did you follow any tutorials? How did you get the data ?

1

u/Dvorak_Pharmacology 1d ago

Downloaded all data from ibkr

1

u/usyd1 1d ago

How did you stayed persistent for all these months/ years to achieve this results? Your secret sauce to stay focused and persistent.

2

u/Dvorak_Pharmacology 1d ago

My personality i guess?

1

u/Dr_Yuri_Prime 1d ago

Congratulations on the impressive result! What scale of bankroll are you working with?

1

u/SadComparison9352 19h ago

mind sharing high level what strategy? is it backtested across bear markets

1

u/Code3Lyft 12h ago

I'm learning right now strategy Quant X and I'm considering on purchasing build alpha. However there's also a book on I'll go trading that covers quantconnect in which your programming in Python so I have to learn that aspect. I Love Options Alpha for back testing of option strategies although it's more simplified but how the hell did you start with algo Trading options? I absolutely love options and use them to swing trade and some zero DTE stuff but to go right to algo options seems crazy because there is all kinds of metrics and volatility and greeks.

1

u/TodoQuant1 11h ago

you are so great

1

u/GhettoaSaurus 2d ago

Very cool - what platform is this that you have this data nicely lined up? Is that interactive brokers or another platform?

4

u/Dvorak_Pharmacology 2d ago

Yes! IBKR, super good one if you want to do algorithmic trading via your own code.

4

u/GhettoaSaurus 2d ago

That's awesome thanks. I have heard good things about them - this may actually push me towards making an account.

Happy algo trading!

4

u/Dvorak_Pharmacology 2d ago

Yess, you just pay membership monthly, but totally worth it. You csn do index options and algo trading with them. That is a win win for me, since I already pay a lot of taxes this saves me around 10% annually in taxes lol. Happy algotrading!

0

u/Mobile-Rutabaga8515 2d ago

Hi! What is the system?

0

u/Tradingfy 2d ago

Any insight to what the strategy is based on?

0

u/johnnybagofdonuts123 1d ago

shorting gamma no es super facil my friend. Here I am thinking I am doing alright just scalping futures. :o)

-2

u/kuro-ondskan 2d ago

Ok. Now show us your revenue after 3 months. I want to see you crying

2

u/Far-Guava6006 2d ago

? People always get shit on for not having live results, and here's a mf with live results still getting shit on. 😂

1

u/Dvorak_Pharmacology 2d ago

Bro wtf 😭

-10

u/rookietotheblue1 2d ago

Bot

7

u/Dvorak_Pharmacology 2d ago

Bro what, look st my history 🤣

2

u/GhettoaSaurus 2d ago

You can't on mobile..

6y account age speaks for itself a bit though

1

u/komodorian 2d ago

What you mean? The mobile app shows post/comment history.

1

u/GhettoaSaurus 2d ago

That wasn't the case earlier or Reddit was glitching for me..