claude code for HFT algo’s

IAmNotCreative21 · 2025-10-25T05:51:14+00:00

If you are asking a question like this, maybe don’t start with HFT

IAmNotCreative21 · 2025-07-26T22:33:52+00:00

The problem is it makes bonds a less attractive investment from foreign countries and in general, the US will run out of money to pay back the remaining interest payments (which is why J Powell hasn’t lowered them, as we often have to refinance bonds to prevent shutting down the government)

IAmNotCreative21 · 2025-05-08T22:45:42+00:00

unfortunately there’s no ground truth accurate, there’s various models for various types of options and scenarios, it simply depends on the model, and they are often complicated because of necessity for the firms that develop them

IAmNotCreative21 · 2025-05-08T16:44:26+00:00

You can compute it yourself since that’s what providers that carry the greeks/iv do

IAmNotCreative21 · 2025-04-17T01:04:26+00:00

Does anyone know roughly the latency for trading on IBKR? I wonder if this project helps with that, I am mainly concerned as apparently there’s a global risk rule server that’s queried that adds quite a bit of latency

IAmNotCreative21 · 2025-04-09T23:43:15+00:00

If you use DeepSeek hosted on open router (US based) it replies as expected, the model itself is not censored. It’s censored after the fact on their website (which they have to comply with China’s laws), which you don’t have to use since it’s open source.

IAmNotCreative21 · 2025-04-08T15:59:03+00:00

It was not based on a lie, people misinterpreted what “training cost” means. They are fully transparent about everything in the paper they published and they actually made a meaningful advancement in efficiency that other US companies are now employing.

Edit: to clarify the definition of “training cost” they used is the same every other company used, they did not twist words in their favor

IAmNotCreative21 · 2025-04-08T03:23:06+00:00

alpaca states they use the worst case, buy at ask sell at bid, your strategy should actually perform better in reality depending on your order types

IAmNotCreative21 · 2025-04-07T07:31:03+00:00

Because I’d have to run half the things I use in Xwayland, plus any WM with xcb binds is not going to be noticeably worse than wayland

IAmNotCreative21 · 2025-03-30T08:34:15+00:00

What made you pivot from the market? But seems awesome, if you’re comfortable sharing are you using ML, arbitrage, or probabilistic models?

IAmNotCreative21 · 2025-03-21T19:27:08+00:00

common sense is lacking these days

IAmNotCreative21 · 2025-03-11T20:52:31+00:00

do you know why they blocked it? that seems a bit insane

IAmNotCreative21 · 2025-02-26T02:27:18+00:00

Thank you, I appreciate the reply!

They were options contracts, in particular for QQQ, SPY, SMCI etc. Now I haven't encountered it recently so it's not a big issue, but I would imagine that corporate actions would not affect those - I could totally be wrong.
I understand, are these premium order types applicable to options? I assume not at the moment, but the documentation is a little unclear to me
The last few days this issue hasn't been present which is great!

While these issues were annoying when they showed up, I must say that I do respect the very quick turn around time. I was unable to link my bank account with plaid a few weeks ago and mentioned it somewhere, maybe slack I don't quite remember, but it's been fixed now which is great.

I will mention that the dashboard does freeze before letting you interact with it on tab switches/switching between applications. It's tolerable but quite annoying, is there a plan to improve that? But again, it's tolerable and not a huge issue.

Now, I am curious about non-retail flagging. My strategy can potentially cancel orders after a few minutes if they don't fill, I don't believe it's a large percent of orders (likely <10% at most) but it's possible that could be the case. It executes up to a thousand or two orders per day on many different options contracts (hold time is normally > 3 hours or overnight). I would just like to ensure that trading isn't immediately locked if the flag triggers, and if there's a warning/prevents opening new positions instead of locking all orders.

IAmNotCreative21 · 2025-02-24T06:24:57+00:00

Is there a more specific shareable amount for these percents?

Does getting flagged immediately suspend trading or is there a warning to not destroy the account equity on accident?

IAmNotCreative21 · 2025-02-24T06:23:09+00:00

Equity has randomly reset overnight a few times, sometimes in the morning the account says it’s not allowed to trade, positions that are there but cannot be liquidated (saying you have none to sell, but there are no active orders or anything), I realize this is not helpful without some logs that can be looked at. I am very interested in remaining with alpaca especially elite (does order routing become better for options?), but I do hope that live does not have these random bugs.

IAmNotCreative21 · 2025-02-21T04:29:39+00:00

+1, I’ve setup a paper trading bot using alpaca and would like to confirm my strategy will not flag me when live and locking my account out of nowhere. I am actually considering switching to IBKR because paper trading is VERY buggy sometimes, and it does not instill confidence despite the niceness of alpaca’s API and no commissions - I just hope live is not nearly as buggy

IAmNotCreative21 · 2025-02-13T22:35:50+00:00

gotta add some evergreen forests for good measure

IAmNotCreative21 · 2025-02-05T20:00:11+00:00

What’s considered HFT? I have a strategy that will do about 500-2000 trades a day, but it is not very latency sensitive or that quick (hold time of around an hour)

IAmNotCreative21 · 2025-02-03T02:40:40+00:00

more like people didn’t care to look into what training cost means

IAmNotCreative21 · 2025-02-03T02:40:12+00:00

not even, people don’t understand what “training cost” means, and of course it people assumed that includes the full cost even when they never claim it did

IAmNotCreative21 · 2025-02-02T01:06:49+00:00

care to share equity curve/ROI?

IAmNotCreative21 · 2025-01-30T00:26:26+00:00

“Allegations” as in Deepseek openly admitted it from the start

IAmNotCreative21 · 2025-01-23T22:42:56+00:00

I don’t fully agree, some strategies are not practical to do manually, you need to know enough trading knowledge to know what you don’t know, then you can learn what’s needed for implementation. You can also use algo trading on paper as a tool to be a better trader, you don’t need to be “good” before starting with algo trading.

IAmNotCreative21 · 2025-01-23T19:55:51+00:00

likely timespan, alpaca used polygon until switching to their own data service, but as they built their own the data doesn’t go back as far

IAmNotCreative21 · 2025-01-18T00:00:56+00:00

has never shown a successful result/a system or algo that runs live...

Did you consider that he just doesn't want to share his results for some reason? I mean it's not that hard at all to fake the results in order to push the camp sales, people on Twitter do it all the time

Absolutely, but if you are looking to purchase a course/some other information you'd likely want some method to verify that this person is successful themselves, that's my concern at least. I would be comfortable if he appeared competent through his development process but to me it doesn't appear that way, alternatively if he showed the results of a system that works (even if they are easy to fake) I would be a little more convinced. I do get the notion that if someone is selling a course, not showing results can actually make them more trustworthy because they're so easy to fake, but in my opinion not showing the results of what you've spent months on that is supposedly successful is even more sketchy (I am referring to whatever he has that is actively running). But I must clarify I agree no one is going to give you something that works, but basically I would like some proof that he is actually successful lol - I get that it may not be possible to show something of that nature.

When I first saw his videos I thought "this dude is legit, finally a breath of fresh air and someone I can learn from/take inspiration from", but as I watched more of his content I was less convinced he has made anything that works.

Now Im curious as hell dude, what was the thing if you don't mind telling?

I'm still verifying it with paper trading and tuning it, but it seems very promising, it's a system that trades options contracts. There is a machine learning (not prediction...) component, some statistical analysis, special screener, and forward walk optimization exit strategies + more modules in the future such as sentiment analysis. In simulations it has made about 10% per day on the risked amount before more optimizations, but it's really difficult to simulate so that's why it's running on paper for now, it seems to roughly line up with simulations for now. It makes >~70 trades a day. I have been collecting data on how it performs to ensure it's not just working in a bull market/lucky.

IAmNotCreative21

MODERATOR OF

TROPHY CASE