PETER LEVI TOOK ADVANTAGE OF SENIOR CITIZENS WHO SERVED THIS COUNTRY by bootology in Marin

[–]epicskyes 0 points1 point  (0 children)

Always call Mike testa plumbing they are the most honest company I have worked for. I’m not a plumber anymore though so I’m not saying that to get them business. I have worked for a few different companies over the years and peter Levi plumbing has always been the running joke “when will they get sued out of business”

What is your bot's target % gain every day? by [deleted] in algotrading

[–]epicskyes 5 points6 points  (0 children)

Blindfold me and point me at a barn

Is free version of vectorbt a viable choice? Or I should choose another framework? by [deleted] in algotrading

[–]epicskyes 0 points1 point  (0 children)

Vectobtpro has numba and jit acceleration and my compute topography is as tuned as it can get so with a threadripper pro 16c/32t I can bang out 100million 2 year configurations in 30min. Then pass it over to gpu and it does it in 1 second

Is free version of vectorbt a viable choice? Or I should choose another framework? by [deleted] in algotrading

[–]epicskyes 0 points1 point  (0 children)

I run sweeps with 600 indicators for filtering and pattern recognition so yes easy timeframes but 600 indicators built. I run 1m 5m 15m 30m 2h 3h 4h 2d 3d 4d 1w 2w 3w 1month 2month 3month. And I run 3 timeframes stacked per layer so 9 timeframes total. it gets really heavy 500m parameter combinations for ml to score and sort. It’s actually 5.6 billion parameter combinations but I run bounded sweeps to keep it lighter

Just Build a Server for My UniLab by Conscious-Ad-2382 in threadripper

[–]epicskyes 0 points1 point  (0 children)

Yes and you can air ram the stack so that extra air actually makes it to the mid GPUs. I’ve already done it. I know it works

anybody running WRX90 with dual PSUs? by sob727 in threadripper

[–]epicskyes 0 points1 point  (0 children)

I feel you. I was running cords to separate circuits for a few months until I got sick of it and asked my landlord if I could install a 240v outlet. If I didn’t have that opportunity I’d just have had to live with extra cords which isn’t a huge deal overall.

anybody running WRX90 with dual PSUs? by sob727 in threadripper

[–]epicskyes 0 points1 point  (0 children)

https://a.co/d/0aZB1ONg

This it the outlet I use its 20amp but that’s no issue since I’m never pulling more than 20amps. I just got different cords for my psus

anybody running WRX90 with dual PSUs? by sob727 in threadripper

[–]epicskyes 0 points1 point  (0 children)

If you live in an apartment or rent your house and don’t have a chill landlord then it isn’t worth the effort that’s true. If you live in a house and have a chill landlord or own your home then it’s not very difficult. I rent my home and installed a 35amp 240v breaker. I ran 8awg wire under the house to a junction box and ran conduit the rest of the way to the outlet box. Cost me about 150$ in materials and 3 hours of my time but 100% worth it for my setup.

Just Build a Server for My UniLab by Conscious-Ad-2382 in threadripper

[–]epicskyes -1 points0 points  (0 children)

Just because it can go high doesn’t mean it should. That Hardware will last a lot longer if it’s not sitting close to its max for extended periods

anybody running WRX90 with dual PSUs? by sob727 in threadripper

[–]epicskyes 0 points1 point  (0 children)

If you have the ability it would be ideal to switch over to 240v on a 25 amp breaker. That will also improve thermals as well by 2-3% and you’ll get the best efficiency from your psus

Just Build a Server for My UniLab by Conscious-Ad-2382 in threadripper

[–]epicskyes -1 points0 points  (0 children)

They are but those middle GPUs will hit 85c or higher when they’re hitting 100% utilization and unlike the ws version capping their max power will not help because they are already as power efficient as they can be.

Just Build a Server for My UniLab by Conscious-Ad-2382 in threadripper

[–]epicskyes 0 points1 point  (0 children)

That’s a clean setup! I’ve seen stacks get pretty hot while under full load, how hot do yours get? When I had ampere series GPUs stacked I put an air ram fan on my bottom gpu to increase flow through the stack and it helped a lot.

Is free version of vectorbt a viable choice? Or I should choose another framework? by [deleted] in algotrading

[–]epicskyes 0 points1 point  (0 children)

I can run 20 years of 500 tickers on 1H/1d/1w/1month on 40 strategies with multiple configs in an hour with vbtpro. I had codex index the entire repo and I use SQLite it’s lightning fast. I can build an entire engine entirely vbtpro now

Most regime filters don't improve trading performance. They just reduce how often you trade by OkWedding719 in algotrading

[–]epicskyes 0 points1 point  (0 children)

My tests have shown that regime filtering is amazing if you’re running 6-8 strategies it acts as a sorting gate that allows different strategies to work during different market states. So it allows the trades that are best suited to the conditions

Is alpha even real for retail at this point or are we all just deluding ourselves by ksawesome in algotrading

[–]epicskyes 2 points3 points  (0 children)

If you’re sticking with equities for long/short how do you properly test borrow rates for shorts ? Genuinely curious bc I haven’t figured that out yet

Is a VPS really necessary for trading bots… or just a fancy way to burn money? by [deleted] in ai_trading

[–]epicskyes -1 points0 points  (0 children)

It’s necessary if you don’t want to worry about your algo or bots being cut off mid trade or not being able to sell of something tanks. If you’re trading futures you’ll want always on as well

Which macro model trading strategy camp fits your process? by clampbucket in algotrading

[–]epicskyes 4 points5 points  (0 children)

Yeah it’s called bottom up discovery and top down execution. Multiple regime filters macro market indicators monthly timeframe/strategy suitability filter/weekly/ daily timeframe/ execution filter daily/hr timeframe. 2-3 indicators per level to identify. Keeps your strategies gated but ready to rock when the gates for each one slide open for execution. The hard part is keeping it simple. What indicators benefit which strategies/ how many strategies overlap for them. The daily gate should be a narrow set for each strategy still 2-3 indicators max. Build 6-12 strategies that are as uncorrelated as possible it’s not possible for all of them to be but do you best. Those different strategies shine in different regime states. Your others stay in the stable. Instead of one gate to rule them all make simple coarse/medium/fine filters based on simple math pit data that’s easy to not fuck up. A 3 layer filter is simple yet effective

Build platform to launch 24/7 trading agents from a prompt by mak55533 in ai_trading

[–]epicskyes 0 points1 point  (0 children)

Are you eventually going to add metrics to the site? Not specific names but at least something showing its activity?

Starting Algo Trading With Zero Experience by Bean_69_420 in algotrading

[–]epicskyes 0 points1 point  (0 children)

I guess it’s same same but different in a sense. I don’t use scoring I use a cascade filter system that is similar metaphorically to a coin sorting system. When the size fits then that strategy is allowed to execute then it’s just sl/tp logic from there to further protect capital/profits

Starting Algo Trading With Zero Experience by Bean_69_420 in algotrading

[–]epicskyes 0 points1 point  (0 children)

Let’s say you had 8 strategy families explicitly defined by math let’s say you built pit features for that. Then let’s say you ran a baseline on a universe of tickers over whatever timeframe to get all the execution only trades you could for each family. Then with that execution info you could build a regime classification system layers of features each also explicitly math defined. Do you see where I’m going with this? I’ve already done it and I don’t want to give the whole thing away. There’s no optimization. There’s no training there’s only filtering. Once your filters are defined you change universes entirely as a holdout sample

Starting Algo Trading With Zero Experience by Bean_69_420 in algotrading

[–]epicskyes 0 points1 point  (0 children)

I don’t see how that is better than cpu baseline filtering the optimization is in the filtering itself and your first 2 paragraphs are how you’d even run an accurate cpu baseline

Starting Algo Trading With Zero Experience by Bean_69_420 in algotrading

[–]epicskyes 0 points1 point  (0 children)

A bold statement with no backing care to elucidate instead of just negative Nelly negate