Post mortem of a (almost) 1 million dollar profit HFT strategy
In the summer of 2023 I started posting some monthly screenshots of this (at the time) 40+ sharpe ratio HFT strategy. I used to only publish % returns, but if you ever wondered what the $ amounts were, there you go:
weekend homework for you lads
• go through top 200 alts by volume on binance
• mark out the July 5th & August 5th lows
• look at which are making higher lows on their altbtc & alteth pairs
• take the top ~20 by roi off the bottom
• research FA on all & pick top 5