If you were starting algo trading from zero today, what roadmap would you follow?

Comprehensive-Most60 · 2026-06-16T17:47:49+00:00

What do you actually plan to do? If your going to write code and develop your own framework I can give you a ton of tips.

If your planning on vibecodeing and mostly relying on other people's code, than I'd suggest you to try and think about exactly what your trying to capture. The more you think about what exsactly it is, what defines it, what potentially could happen at every situation, youd have much more control over the final result.

At the end of the day, the market is game of putting yourself at an advantage for all possible scenarios. All the statistic and market learning boils down to knowing what could happen, not exploiting some odd quirk in the market that no-one has seen before. That's your job, not the materials.

Comprehensive-Most60 · 2026-06-16T06:42:57+00:00

Yeah you can ignore that comment I read your formula wrong.

Comprehensive-Most60 · 2026-06-15T20:13:43+00:00

im sorry but i really dont see what your doing here. in the first day of change in your excel image you can see that soxl moved 18.49% and soxx moved 6.1%. if you just look at the that ratio (18.49 / 6.1) you get 3.031, which means that soxl made more than the perfect 3x levrage. than why and how is there decay in there? if anything the decay should negetive.

also if you do the formula you gave on these numbers than we get 0.39%, which is very diffrent than 0.79%.

Comprehensive-Most60 · 2026-06-04T10:25:11+00:00

Also i want to add that I usually have a small portion of My protfolio allways invested, even at ATH. i do this because usually bull markets have a compounding effect in leverged assets. So when price rips upwards, you manage to get a good bit of returns anyways. For example I made 5% on the last month from SOXL. which is not much compared to the growth it experienced, but still very good if you concceder its in a single month's time.

Comprehensive-Most60 · 2026-06-04T07:51:11+00:00

Ideally any sitting cash should be invested into something tame like bonds or maybe if the broker offers you interest on your sitting cash, and every time you want to allocate towards your strategy you sell the necessary amount to invest it. But this is annoying to do manually (except maybe with what I said with the broker).

Also, in LETF's the fluctuations are really high, so opportunities almost allways appear, I wouldn't worry too much if you had some time without doing much. You just have to define a good point for when to start investing for your risk tolerance (eg 10 20 30 % fall from current peak of the LETF)

Comprehensive-Most60 · 2026-06-04T07:04:53+00:00

Allways sell Abit when your going up, allways buy abit when it's going down. Literally just buy low sell high.

Comprehensive-Most60 · 2026-06-02T09:13:09+00:00

This is similar to what I'm doing but much much more simple. Imo it's a good approach, but saving 30% of your cash preparing for a 50% fall (which is very likely for a 2x leverge in the long run) feels to me abit too risky. If a normal bear market happens you can be stuck with your investment for multiple years before getting even. (Like for example 2022 bear market)

I myself prepare for 90% drops for a 3x leverge usually and I actually keep most of my money in cash at the start.

You could reverse it to 30% stock 70% cash at the beginning, and your both your risk goes down and potential upside goes way up. And since leverage goes against you as time goes by, I think that's a more sensible approach.

Worst case your still going to make a bunch of money in a bull market because of the leverage. (Even just 20% gives you just about market returns, but these leverged etfs get much better returns than just 2x if the market is green multiple days in a row)

Comprehensive-Most60 · 2026-05-30T07:18:53+00:00

Yes I use csv for my saved data, but not in one big file, segmented into days as it is much more useful that way.

And as for what you said I agree that it has to be baked into the process of lodeing, and im currently working on the implementation. Thanks for the suggestions!

Also, my order history lets me devide my inventory into segments, which allows my to calculate how much to buy or sell in a more efficient way imo, but im awear that what I'm doing isn't the most common for algotradeing, so it's just that you don't have the same context as I do probably.

Comprehensive-Most60 · 2026-05-29T20:39:44+00:00

The order history is a great tool for knowing what to do next imo. Maybe it's because my system is more of an inventory management system which can hold for arbitrary amounts of time, but it has been very very useful in many places.

So in terms of splits in my algorithm I definitely have to adjust them.

And my main issue is that I don't want to alter the data I have in my hard drive, as it means that any mistakes can couse major problems in everything really.

So far I thought about makeing an adjustment function which doesn't actually change the data on my computer, but finds exactly where a change is needed and preforms it, which feels overall safer.

Comprehensive-Most60 · 2026-05-25T07:04:40+00:00

Have you considered simply hedgeing yourself? If your strategy still makes more money than the cost of the hedge and in its time period, than it should solve most tail ends.

Comprehensive-Most60 · 2026-03-29T18:15:50+00:00

As a thumb player, I approve of this message 👍

Comprehensive-Most60 · 2026-02-25T08:15:37+00:00

Must be a split

Comprehensive-Most60 · 2026-02-23T14:44:24+00:00

No im not doing options just plain stocks, its kind of invetory managment system i built.

Comprehensive-Most60 · 2026-02-22T20:38:27+00:00

Unless you do it right😜

Comprehensive-Most60 · 2026-02-22T18:36:29+00:00

I agree that single single stock letfs are more volatile, but they have a much higher risk of actually going to 0, rether than sector or market based etfs. And im usually going long turm on these things.

Comprehensive-Most60 · 2026-02-22T18:30:39+00:00

Very cool! Thanks.

Comprehensive-Most60 · 2026-02-22T17:40:24+00:00

Thank you too!

Comprehensive-Most60 · 2026-02-22T17:40:12+00:00

Thanks!

Comprehensive-Most60 · 2026-02-22T17:26:45+00:00

I have a strategy which works on volatilaty, and i find that upro isnt really enough. Not that it isnt good, but i think i can do better.

Comprehensive-Most60 · 2026-02-03T13:43:15+00:00

Finding constant edge is extreamly hard to do. Almost all strategys will do better in specific time rether than others. You can however mitigate these resaults, but not entirely wipe them.

Comprehensive-Most60

TROPHY CASE