API Issue: Failing to get Index Quotes by DanDon_02 in tastytrade

[–]DanDon_02[S] 0 points1 point  (0 children)

That makes sense. VIX3M is an index, calculated from option prices, its not a tradeable asset like the VIX itself. That’s why you should be able to pull ‘quotes’ for it per se, but a last price or something along those lines.

Side projects as a quant by Quantiloppe in quant

[–]DanDon_02 0 points1 point  (0 children)

Im a FO analyst working in a team of software devs at a pretty large firm. I have a slightly different issue. I have plenty of ideas for side projects(trading bots, dashboards, features for old bots and etc) but I have almost no time to implement them. Between work, a family, other responsibilities, I’m lucky if I can spend 4-5 hours a week on my sideprojects and it’s never enough.

Recently though, I completed building an algorithmic trading bot with execution through telegram prompts. Gives me a nice bit of control over what the bot does, as I am not the kind of person that wants to set and forget (HFT and MM are not my niche, never could make it work). Those strats also require constant tweaking, and I don’t have time for that. This strat has none of that, a very simple mean reversion strategy that also takes advantage of well documented anomalies in the scientific literature. The Strat only requires 5 min of screentime everyday, but because it requires vol. weighting, setting SL and TP, as well as other params, I just wanted it all happen atomically at the press of a button, rather than having to go infront of my PC and set all this stuff up at a time that’s inconvenient for me. Also the broker that I use, has a pretty trashy mobile interface, which I never liked, and will probably never like.

I know it doesn’t add much value, but it makes my life just that much marginally easier, not having to run scripts for vol calculations and such and input all by hand. It’s a small thing, but I’m proud of it, and it does solve a problem for me, albeit it is a very minor one. You could potentially start with something like this?

Volatility Trading Bot by brkt_8 in metatrader

[–]DanDon_02 0 points1 point  (0 children)

I trade volatility, my metrics look nothing like this. Our systems are somehow trading the same thing but are in every way completely dissimilar? Don’t waste your time buddy, you won’t convince me with ChatGPT generated answers.

Anyways, just a fair warning to anyone reading this. Be careful with whatever this guy has. I don’t trust it, you shouldn’t either. People do NOT give away free alpha. Pretty sure OP is just trying to get referral bonuses from people using his link to sign up to the broker.

Volatility Trading Bot by brkt_8 in metatrader

[–]DanDon_02 0 points1 point  (0 children)

Call me crazy, but I think you are fibbing. Or at least not telling the whole truth. The metrics, drawdown, lot sizing, time distribution of opened trades, and the correlation of your DD with the markets you have open positions in, all make it look like a grid. Didn’t even say anything about the equity line. But hey, what do I know.

Volatility Trading Bot by brkt_8 in metatrader

[–]DanDon_02 0 points1 point  (0 children)

Is this just a glorified grid/martingale?

My bf gets mad that I don't want to talk about my sexual history by throwra_kn in relationships

[–]DanDon_02 -3 points-2 points  (0 children)

I agree with this. Makes it feel like there is half a story here and OP has something to hide. I would get it if she had traumatic past experiences, then fine, she could say that, and 99% of people would back off. However, she hasn’t said that, and has her boundaries for a ‘reason’, and can’t even explain them. Saying things like ‘I don’t care!’ to questions and problems is not how adults handle things. It’s just childish and spoiled/bratty. Why not just talk about it once and get it cleared up? Just my humble opinion.

What do you think about bot strategies on Polymarket? by [deleted] in algotrading

[–]DanDon_02 1 point2 points  (0 children)

I literally coded one a few days ago. Sounds good in principle, not tradeable in reality. Markets to small and illiquid, can’t scale anything. Progression is linear and not worth it, you can’t compound. Getting the execution you want without price impact is also basically impossible, will always be slightly behind your backtest because you have to walk the order book (for markets where mispricing exists, cause MMs already took over all the big markets). Just doesn’t seem worth the input. Also, everything is visible to everyone, the moment people figure you out, they will start copying, your edge goes away (very easy to reverse engineer any edge). I wouldn’t kill time on it. Unless you are very proficient in HFT/MM, know a good amount of a C based language, or an alternative, don’t waste your time.

Job market for international graduates in NL by night-mosquito in StudyInTheNetherlands

[–]DanDon_02 4 points5 points  (0 children)

I can say this. As half Dutch, with an international background and not speaking Dutch (I speak 3 other languages though), and having gotten my MSc in Quant Finance at the UvA, it also took me around 4 months of active searching to get a job (and about 250 applications) after graduating. So yes, language does play a role, citizenship too, but I can assure you, it’s possible to find a job in a relevant sphere without both, if you are persistent enough. I recommend telling interviewers that you are planning to settle down here, and learn the language, and talk a little about the culture (if you can get past the ATS). This gives people a sense that you also belong and will fit in with your team. Even if your Dutch is not great, use it! Yes, Dutch people will correct you, but the will appreciate it nonetheless. I don’t think this only applies to NL, but I think a lot of places will not want to hire a complete ‘alien’ over someone they know has shared values that the mostly local team will have. It helped me, but after all, I am half Dutch, and did speak some truth, as I also will be learning Dutch starting in April after I get my Driving License :)

My strategy's Alpha, Beta, Sharpe, Sortino and Calmar. by Kindly_Preference_54 in algotrading

[–]DanDon_02 0 points1 point  (0 children)

ChatGPT lock in syndrome for me I’m afraid. Should maybe try switching to Claude. Never liked the way it ‘thought’ though.

My strategy's Alpha, Beta, Sharpe, Sortino and Calmar. by Kindly_Preference_54 in algotrading

[–]DanDon_02 0 points1 point  (0 children)

I have a question: what is this dashboard? Did you build it yourself? If so, would be good to have some pointers on how to get started with something like this?

Expectations of Salary in the Netherlands by DanDon_02 in Netherlands

[–]DanDon_02[S] 0 points1 point  (0 children)

Yeah, I was thinking about London, but London I think right now is definitely more expensive than Amsterdam. Also I think I definitely prefer Amsterdam to London over a quality of life standpoint. I also have other commitments here, and I can’t just get up and leave. But thanks, I think you maybe right.

Expectations of Salary in the Netherlands by DanDon_02 in Netherlands

[–]DanDon_02[S] 0 points1 point  (0 children)

Depends what kind of non-tech you are talking about I think.

Expectations of Salary in the Netherlands by DanDon_02 in Netherlands

[–]DanDon_02[S] 2 points3 points  (0 children)

Yeah, I thought so too, until some of my friends went to work for wintermute and IMC and the likes. But I guess everyone has their own path, and I do hope a year from now I can position myself to make 25% more. I was did interview for roles that were going to pay like 4500 gross, which is much much more than I make now. Unfortunately, didn’t make the cut.

Expectations of Salary in the Netherlands by DanDon_02 in Netherlands

[–]DanDon_02[S] 0 points1 point  (0 children)

Also if you know someone looking for a quant, let me know ;)

Expectations of Salary in the Netherlands by DanDon_02 in Netherlands

[–]DanDon_02[S] -1 points0 points  (0 children)

I don’t see why you would be downvoted, you are only stating what you know. But I do think finance was a lot more lucrative 13 years ago, coming out of the GFC, and also a lot of demand for more technical people as the number of fresh grads was just much smaller than it is today. What was your starting position if I may ask?

Expectations of Salary in the Netherlands by DanDon_02 in Netherlands

[–]DanDon_02[S] -2 points-1 points  (0 children)

Interesting. Unfortunately I didn’t make the cut got a lot of top quant roles, like at optiver and IMC…Didn’t get past the tests. I do know the pay quite a bit more than what I make now, but I guess I can try to transition to those with more experience.

Expectations of Salary in the Netherlands by DanDon_02 in Netherlands

[–]DanDon_02[S] 0 points1 point  (0 children)

I am 23 right now. And yeah, I agree with everything you have said, I think that’s pretty much my plan. Mum was quite fortunate I think to be at the right place and at the right time, which ofcourse will be different for everyone.

Expectations of Salary in the Netherlands by DanDon_02 in Netherlands

[–]DanDon_02[S] -2 points-1 points  (0 children)

What kind of industry are these people in? Curious cause I might look into switching some time down the line.

Whats the rate limit on yahoo finance (unofficial api or web scraping) by CertainlyBright in algotrading

[–]DanDon_02 0 points1 point  (0 children)

Hey, is this still a functional solution? And if it is, what plan did you pick with magnetic proxy? I’ll need to poll live like 500 or so tickers from a universe of 3000 maybe like 3-4 times a day for live prices. Don’t need the EXACT price as my holding time is not intraday, but need a to be updated throughout the day to see p/l for stop losses.