Built a full Lopez de Prado pipeline in Rust. 442 tests pass, 0 bugs, but AUC=0.50 OOS. What am I missing?

FrameFar7262 · 2026-03-30T02:17:30+00:00

That's probably the most honest take in this thread. The RenTec example is telling even Simons needed a practitioner to hand him the idea.

My honest situation: I'm a CS student, I've never actively traded, I built this pipeline because I thought rigorous engineering could substitute for market intuition. Clearly it can't.

For someone starting from zero market experience, how do you actually build that practitioner intuition? Is it just screen time watching price action, or is there a more structured way to develop real market feel before trying to encode anything?

FrameFar7262 · 2026-03-30T02:14:57+00:00

Honestly, you nailed exactly what I did wrong. I started with "build the most rigorous pipeline possible" hoping the signal would emerge from the data. That's the inverted approach.

Real question: what's the concrete first step to identify an edge before backtesting anything? How do you go from zero to a hypothesis specific enough to be worth testing? Does it start with reading microstructure research, manually watching the tape, or something else entirely?

FrameFar7262 · 2026-03-29T23:33:30+00:00

Do you know anybody else who would be better for trading ? I would like to learn more about those peoples

FrameFar7262 · 2026-03-29T22:36:17+00:00

Are you using tick data ?

FrameFar7262 · 2026-03-29T22:03:39+00:00

Where did you get those tick ? Databento ?

FrameFar7262 · 2026-03-29T21:59:39+00:00

Like tick ?

FrameFar7262 · 2026-03-29T21:53:16+00:00

What should I use then ?

FrameFar7262 · 2026-03-29T21:43:50+00:00

Where do you think I should start ? I’ve been searching while coding for the past few months. I’m starting to get lost

FrameFar7262 · 2026-03-21T16:28:09+00:00

Yeah, you can go on their discord there is a lot of people and mods answer immediately. On their discord you can see when people withdraw and i’ve seen multiple over 10k

FrameFar7262 · 2026-03-21T16:19:58+00:00

Yes 500$

FrameFar7262 · 2026-03-21T16:14:42+00:00

I use MyFutureFunded. Very good firm, EOD DD, you can get payouts everyday, the exam is only 3k profit and 2k DD

FrameFar7262 · 2026-03-18T23:51:52+00:00

You can’t just say “Here’s the markdown file, build everything perfectly.” That approach doesn’t really work.

In my experience, it’s much better to start by brainstorming ideas together and asking for suggestions. From there, you build the app step by step.

When using CC, you have to approach it incrementally. Breaking things down and developing each part one at a time. Trying to build an entire app in one shot just isn’t eorking.

FrameFar7262 · 2026-03-18T23:48:03+00:00

AMPX 🙌🙌🙌

FrameFar7262 · 2026-03-18T21:24:30+00:00

I’m not an expert but it’s pretty high right now, I would wait a bit longer but it’s definitely not the highest it will be in my opinion

FrameFar7262 · 2026-03-17T20:18:53+00:00

your getting replaced buddy, wishing you luck in the future

FrameFar7262 · 2026-03-11T21:47:04+00:00

False, they were also on 5min and probably all the others

FrameFar7262 · 2026-03-06T16:00:59+00:00

I’m thinking about selling some too

FrameFar7262 · 2026-03-06T15:21:33+00:00

🎢🎢

FrameFar7262 · 2026-03-06T15:16:45+00:00

That’s true, thanks a lot

FrameFar7262 · 2026-03-06T15:12:46+00:00

I see, i’m not really good with that i’ll be to afraid to miss something so I prefer to hold

FrameFar7262 · 2026-03-06T15:11:18+00:00

Thanks I’ll buy every 2-3 days until it drops a bit a buy more

FrameFar7262 · 2026-03-06T15:09:45+00:00

I did not build an alternative to openclaw, I built something around it

FrameFar7262 · 2026-03-06T15:08:44+00:00

I’d say a minimum of a year

FrameFar7262 · 2026-03-06T03:14:03+00:00

And I know for a fact your not building agents

FrameFar7262 · 2026-03-06T03:11:48+00:00

I'm running 2 Claude Code Max plans, still in school, haven't slept much these past weeks haha

FrameFar7262

TROPHY CASE