Michael

Algorithmic Trader of Futures

Sharing the journey with the world and making mathematically backed trading decisions.

[Michael @AlgoQuantNinja]

@ZenomTrader @DarwinexZero Congrats on the milestone. I might have to hop into your community and learn how you are using Claude.

Keep killing it.

[Michael @AlgoQuantNinja]

@ZenomTrader This is what my data suggests also. Always be developing and deploying strats. As many as your capital can support.

I am still trying to determine when a strategy should be removed.

You started working on that one yet? Sure, there is alpha decay but should some just die...

[Michael @AlgoQuantNinja]

@Florin2o22 @ZenomTrader You will need to develop strategies using the same data, broker, and platform. Otherwise you adjust code till its close enough. I have never seen anyone get them to truly mirror.

[Michael @AlgoQuantNinja]

@tick_by_tickk @ZenomTrader What was your method to get your Python backtester to match NT backtests?

[Michael @AlgoQuantNinja]

@Florin2o22 @ZenomTrader There are platform nuances. Each platform has different order fill engines etc. Also, nuances in how the backtest engines work differing slightly from the real time order fill architecture can explain it.

Even simple strategies have major performance diff btwn TS and NT.

[Michael @AlgoQuantNinja]

@ZenomTrader @M_Ann_C_hilist I know I want to learn how you use AI. I am far behind your curve, but I am putting in the work to follow where you have lead.

[Michael @AlgoQuantNinja]

@ZenomTrader What alpha level do you use when you calculate your P level for algorithmic systems?

[Michael @AlgoQuantNinja]

@ZenomTrader @JoachimMo1985 Very impressive mate. You have inspired me to up my game. I will be looking to add agents to my workflow.

I am not sure I even understand big parts of what you do. I am inspired to work on adding what I do understand though.

[Michael @AlgoQuantNinja]

@MErigg_a @ZenomTrader Thats true. I am not looking for those stats though. I know the institutions are, but I am not.

I wonder if he will ever be able to do that. It would truly be impressive. Most of us will never have access to those firms who obtain that.

He could get us closer through teaching.

[Michael @AlgoQuantNinja]

@ZenomTrader I really like the portfolio math here. I may have to consider some variant of sharp x correlation in my own portfolio building workflow.

[Michael @AlgoQuantNinja]

@TheH0n3stTrader I dont know any single trader that makes money and has been at it for years that doesn't consider a 25% drawdown to be normal and acceptable.

There are professional funds (especially in futures) that find that acceptable.

Dont trade money you cant afford to lose

[Michael @AlgoQuantNinja]

@iamdisplacement 0. I trade with algos. Algos have no emotions. Any month where I let them run without interference has no revenge trades.

[Michael @AlgoQuantNinja]

@innercirclemorp I dunno if testosterone level is even in this convo.

I have met verified profitable traders. Hell look at the big boys. Plenty gave interviews on CNBC or even podcasts .

They read as high testosterone (as a group) to you?

For real?

[Michael @AlgoQuantNinja]

@TheH0n3stTrader Losing 10k a day isnt uncommon either.

[Michael @AlgoQuantNinja]

@TheH0n3stTrader Its not possible because "consistent" can't be measured in months in these markets.

A skill takes years to develop and display. Experience in months is barely a start.

An extraordinary life is created by doing extraordinary things.

5 months of results? Less thab ordinary.

[Michael @AlgoQuantNinja]

@SaroTrades Lol, sure people would say a track record that is AUDITED by someone like PWC is fake?

Doubtful. Some shitbox CPA firm with 2 employees? Probably.

Why do people accept this stupid BS... show the record and have it audited. You can afford it.

[Michael @AlgoQuantNinja]

@TheH0n3stTrader Or... it can be a way to politely move someone past their unrealistic expectations...

It could certainly be due to them losing money. But its not just that and only that.

[Michael @AlgoQuantNinja]

@AlgoTradingxAI What is your advice for folks to learn productive and highly precise AI prompts engineering?

[Michael @AlgoQuantNinja]

@TheH0n3stTrader I dont think you can make a profitable claim in under at least a year. Preferably 2 or 3 years.

I waited three years to make the claim. Bad strategies can put a few months of results together.

[Michael @AlgoQuantNinja]

@SheTradesIct I do whatever is mathematically backed by my data analysis for my system. I don't make decisions solely based on whether I am up big.

I test and see what math tells me I can do while still only accepting risk I can handle.