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I’m using Hermes Agent and this MCP to orchestrate 5 models (DS4 Flash, GPT 5.5, Opus 4.8, Grok Build, Gemini 3.5 Flash). Basically these 5 models are making mo

I’m using Hermes Agent and this MCP to orchestrate 5 models (DS4 Flash, GPT 5.5, Opus 4.8, Grok Build, Gemini 3.5 Flash). Basically these 5 models are making mock trades every day and keeping track of their potential losses and profit. Hermes keeps them going and making trades throughout the day. After a month, I’m going to check their mock trading sheet and see which one was the most “profitable” and then give that agent $500/day to make trades.

fancy_pantser 5mo ago
You can use backtesting instead of waiting a month.
- theturtletalks 5mo ago
  Yes but there’s many reports of agents getting back testing to work but it never translates to real trading. It seems they tend to overfit to back testing so I’m just giving them access to Twitter sentiment, other trading data thru tools and not necessarily an algo that’s been back tested. It’s why the flash models are doing better image they have faster tps and can call the tools faster.
  - fancy_pantser 5mo ago
    Alas, many financial models do well in backtests and then fail in the real world. You have to expose them to all kinds of market conditions and not just the recent one. Good luck out there!
    - theturtletalks 5mo ago
      Yes even before AI, backtesting was a crapshoot. But AI adds another crease because it might have knowledge in its training. If you’re training an LLM model on backtesting, it might know that Apple crushed a certain quarter and knowing that, it buys shares before that Q earnings.
  - ForHackernews 5mo ago
    >they have faster tps and can call the tools faster. This is like going to war with the HFT firms armed only with a stalk of celery ("it's much pointier than the tomatoes, even though those are more expensive").
    - theturtletalks 5mo ago
      Flash vs non-flash models are more about letting me know if model intelligence or model speed (with powerful tools/MCPs) are better for trading. I’m not telling the model to be fast as possible because HFT firms are already arbitraging those mini seconds to make pennies.

fancy_pantser 5mo ago

You can use backtesting instead of waiting a month.

theturtletalks 5mo ago
Yes but there’s many reports of agents getting back testing to work but it never translates to real trading. It seems they tend to overfit to back testing so I’m just giving them access to Twitter sentiment, other trading data thru tools and not necessarily an algo that’s been back tested. It’s why the flash models are doing better image they have faster tps and can call the tools faster.
- fancy_pantser 5mo ago
  Alas, many financial models do well in backtests and then fail in the real world. You have to expose them to all kinds of market conditions and not just the recent one. Good luck out there!
  - theturtletalks 5mo ago
    Yes even before AI, backtesting was a crapshoot. But AI adds another crease because it might have knowledge in its training. If you’re training an LLM model on backtesting, it might know that Apple crushed a certain quarter and knowing that, it buys shares before that Q earnings.
- ForHackernews 5mo ago
  >they have faster tps and can call the tools faster. This is like going to war with the HFT firms armed only with a stalk of celery ("it's much pointier than the tomatoes, even though those are more expensive").
  - theturtletalks 5mo ago
    Flash vs non-flash models are more about letting me know if model intelligence or model speed (with powerful tools/MCPs) are better for trading. I’m not telling the model to be fast as possible because HFT firms are already arbitraging those mini seconds to make pennies.