Index futures automation

Can a fully automated trading strategy work in the long run?

  • YES!

    Votes: 56 67.5%
  • Hell naw.

    Votes: 14 16.9%
  • I don't know, I got my own trading to worry about.

    Votes: 13 15.7%

  • Total voters
    83

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Are you still planning to sell the algo ?

FOr the right price, maybe

10x revenue seems about right.

I'll round my 12 month revenue to about 18k (1500/month average for now)

The IP is in the strategy and also the fully tested algo.

Only overhead is the vps ($30) and data ($13) per month

I'd say $200k seems fair. Have your lawyer call my lawyer....
 
$ 200k seems absurdly cheap IMHO.

Yea maybe. I was just using what a typical valuation for a business would be with current monthly revenue.

Just remember this is not going to scale into millions or billions. Max is probably 1mi. So take that into account.
 
Why exactly is it not scalable ?

Can you tell us how many NDX points the algo has made in profits since Feb, and the average points profit per month ?
 
Why exactly is it not scalable ?

Can you tell us how many NDX points the algo has made in profits since Feb, and the average points profit per month ?

Honestly, I don't know what max size I can scale this to.

It's a breakout strategy so how much size can I actually put on at market before slippage gets out of hand? I don't know that answer, but I figure maybe +20 NQ contracts all at once will start to cause more slippage, especially on the reverses.

Points wise, this is what I got from quantanalyzer using pips (0.25 pip value). Didnt take out outliers

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