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I'm working on an automated trading bot for crypto currencies in Clojure. It's running two different strategies, and basically break-even (slightly positive),
by dmichulke 2y ago
I'm working on an automated trading bot for crypto currencies in Clojure.
It's running two different strategies, and basically break-even (slightly positive), though it should have annualized sharpe ratios of >= 1.
Parameter space has 48 values, no machine-learning, a single-threaded backtest is < 5s on my old laptop.