Journal of competing against my own algorithm

February 18th, 2018, 05:26 PM

Hi guys,

I am here to journal my trading results against an algorithm that I created.
Everyday, I am going to post the daily gain/losses for:
1) my own discretionary trading results
2) my own discretionary trading results with the help of the algorithm
3) the algorithm by itself

I am going to treat this as a scientific inquiry to find out the results for:
1) pure human
2) human + machine
3) pure machine

My instinct is the human + machine will far outperform either, and the end goal is to replace myself with AI.

February 20th, 2018, 08:31 PM

Here is my result for today:

My biggest mistake was buying this week's put option for CMG instead of next week's. Since this week's option decayed too much, I keep adding to the position and CMG never really came back down. Had I bought next week's option like my rule told me to, I would have been fine and came out with a small loss.

Journal of competing against my own algorithm

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Journal of competing against my own algorithm