Show HN: I discovered a trading algorithm that returns ~25.31% annually (github.com)

6 comments

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Does this account for slippage and taxes?

This looks like the same algorithm posted 2 days ago in https://news.ycombinator.com/item?id=27477412

In fact it is! We worked together on it, but didn't get much feedback from that thread so we thought it'd be useful to share again :)

imitationyogi 5y ago ↗

Didn't see it then so I at least appreciate it :)

gus_massa 5y ago ↗

Perhaps you can change the title to "We" so it's clear that it's a collaborative project.

Who is tstewart161? Is tstewart161 another person?

antire12 5y ago ↗

Hey everyone, been working in quantitative finance for years professionally and for longer as a hobby.

In light of the WSB "movement" and the increasing power of retail traders, this is an algorithm that trades on the sentiment of WallStreetBets! More info in the repo readme on how it works, but would love to hear others' thoughts on this fun project :)