3 ms·

How long has your algorithm been running live, and how many trades has it made?

• laxatives 9y ago
  Months and dozens. No leverage, no shorts. It just goes long and reallocates every couple of weeks. So it hasn't really sustained a serious bear market, but its also never had a drawdown more than 0.5% less than that of the S&P500.
  • dx034 9y ago
    Having algorithms that work in one regime are not that hard. The problem is detecting when regimes change and how to adapt algorithms to that.