Looking for a partnership for AI algo.

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robthequant said:
That's because the system does very quick trades when the price is rising in the downtrend.
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So if in a downtrend market hypothetically speaking the price is falling for 10 min and rising sightly(!) for 1 min so that you have 1 in 10 chance of catching the upward trend (maybe even less b/c upward moves are smaller compared to downward moves). I guess your system is capable of doing amazingly accurate analysis of the incipient counter trends.
 
robthequant said:
Yeah I can make limited money, because I'm very limited by my access to markets. If my technology is applied on a pro level with the right access, I there's a huge potential. I just need to find a person who can see this, but I'm thinking this forum is not right for what I'm looking for.

I can go short, however there's an interest the broker charges. They say it's per day, BUT they actually charge it per trade! So if I do 1 trade that last 10 seconds, I'm hit with the FULL daily interest rate for that trade. Since I'm collecting about $1 per trade, shorts are not profitable. I would need to borrow bitcoins and pay daily interest rate per day, not per trade. That's not possible with the exchange I'm using.



That's because the system does very quick trades when the price is rising in the downtrend.



if / then statements, rules created by humans are very limited. Trading volume by bots is rising and more and more noise and randomness is introduced. Hedge funds are closing down because they can't extract alpha any more. Only those who are thinking outside of the "moving average/if then rules" will survive.

While you as a human can back-test and evaluate about 2-5 rules per day, my technology evaluates millions of "rules" per hour on a 96 CPU machine and can genetically evolve simple brain structures with neurons and synapses.
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Contact @Robert Morse - one prominent ET member.Maybe he can offer something for you.
 
gkishot said:
So if in a downtrend market hypothetically speaking the price is falling for 10 min and rising sightly(!) for 1 min so that you have 1 in 10 chance of catching the upward trend (maybe even less b/c upward moves are smaller compared to downward moves). I guess your system is capable of doing amazingly accurate analysis of the incipient counter trends.
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Well, it's not amazingly accurate, rather it's well trained. it's a genetically evolved neural net that can make quick decisions that is tuned to the order book and order flow on a tick data. Google scientific papers from 2008 to 2018 related to AI, machine learning, finance, and market making, and you'll see that progress in this field is well beyond moving average crossover from the 80's :)

MarkBrown said:
ouch i got muh feelin's hurt. playin sum 80's trance musik to soothe tha pain...
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lol, you have sense of humor, so you're a good guy :thumbsup:
 
did i mention i owned a cray t-90? just sayin back in tha day before i waz a haz ben - i rocked!

so serious question "what is your drawdown" ?

the billion dollar interview - can you apply this 6 mo project to the es futures with only 4 tick risk per trade and obtain 1.5 net profit factor?
 
MarkBrown said:
did i mention i owned a cray t-90? just sayin back in tha day before i waz a haz ben - i rocked!

so serious question "what is your drawdown" ?

the billion dollar interview - can you apply this 6 mo project to the es futures with only 4 tick risk per trade and obtain 1.5 net profit factor?
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That's pretty cool. What did you use the t-90 for?

As far as drawdowns - my software minimizes underwater equity curve and maximizes profit per trade using multivariate genetic optimization - there's a great book on the subject ;) My equity curves on Bitcoin basically look like straight lines, there's very little draw-dawn in forward testing. Basically close to 0, it makes profit every day - you may think I'm crazy but it's true, if I saw this myself, I would think it's curvefit-bullshit, so I don't blame you if you think the same. But it validates on forward testing with real money, but there are drawdowns because of low quality executions, slippage and busy exchange server - not able to execute on their quotes during busy times. There are per second request limits etc...

You mentioned the "6 months" again :) This is not a "6 months" of corporate style work - I've worked for an investment bank in NYC, so I know how that is. I'm an entrepreneur and this is 6 months of 12 hours hard coding and hard study each day while loving what I'm doing... and including most weekends. One person can achieve amazing results.

About es futures I don't know... when I looked, I saw there are fees that may kill this. I need to be close to 0 or be a market maker getting rebates for limit orders. That's why I want to explore the other side. I can't do this on retail.
 
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