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Thread 60791747

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Anonymous (ID: FM/j4no4) No.60791747 >>60791993 >>60795679 >>60797028 >>60802599
AlgoTrading General - /atg/
r8 my arch edition
Anonymous (ID: FM/j4no4) No.60791993 >>60792269 >>60794643 >>60795300
>>60791747 (OP)
Is anyone here successfully doing MM or arb in crypto, particularly over DEXes?
Anonymous (ID: O1X8h0/s) No.60792269 >>60792401
>>60791993
I've been playing around with it but fees end up eating my measly scalps. Are you finding success?
Anonymous (ID: FM/j4no4) No.60792401 >>60794601
>>60792269
>fees
Where are you trading? I'm mostly setting up my data collection and analysis infra right now, seeing what my latency is like. Right now just grabbing data from CEX's, but I won't be trading there. Looking at doing some cross-exchange arb potentially, but really want to do MM on DEXes if I can.

Coinbase also recently made BTC perp futes available for US, so that opens up a lot of possiblities, especially with Kraken doing the same thing soon. Kraken acquired NinjaTrader, and I think they'll be offering US equities and futures soon, which is great because they have great API support, and every other futures broker sucks in terms of API support aside from Tradovate, but that company gives me ghost-town vibes.

I'm gonna try some options skew and MM trading on Alpaca too, since they're 0 fee. Might be able to get away with it as a small fish.
Anonymous (ID: FM/j4no4) No.60794601
>>60792401
arbitrage opportunity spotted, if anyone can take this trade please do
Anonymous (ID: Ey9kDYli) No.60794643 >>60794667 >>60794823 >>60795660 >>60797176
>>60791993
fuck arb i have super natural algorithms that last for years and have a better risk adjusted return all you gotta do is send me 1 eth for lifetime access
Anonymous (ID: FM/j4no4) No.60794667
>>60794643
thanks for your contribution
Anonymous (ID: FM/j4no4) No.60794715
this arbitrage opportunity has been here for nearly 30minutes, what gives?
Anonymous (ID: S/Pc8I5x) No.60794823
>>60794643
How much did you make tho? What bot?
Anonymous (ID: 6/Sa0aXK) No.60795300
>>60791993
>Is anyone here successfully doing MM or arb in crypto, particularly over DEXes?
Yes but I'm just using Automated Market Makers, primarily on Solana DEXs. So I don't need to code anything unless I want to automate further than what their UI allows me to do.
I've been looking into AI Agents to help manage and rebalance my liquidity positions, reduce impermanent loss and just take care of mundane tasks.
I've recently learned HawkFi does some of this already:
https://hawkfi.gitbook.io/whitepaper
Anonymous (ID: Ybr/glB4) No.60795660
>>60794643
>basic bitch price cross moving average.
have fun with the drawdowns.
on the bright side, you won't miss a single pump
Anonymous (ID: 1ZoR5RSX) No.60795679 >>60796992
>>60791747 (OP)
I have the programming knowledge to implement most of that, but I'm lazy and I know I'd lose interest part of the way. Interop with other services is annoying. I'm a C# baby
At best, I'll do something with options, I don't even know how to reliably scrape eod data for free. Even so, I wouldn't necessarily have a winning strategy. I'd probably just do a vol surface for a ticker and look for mispricings, but that doesn't mean it's the right play
Anonymous (ID: FM/j4no4) No.60796992
>>60795679
>I have the programming knowledge to implement most of that
>I don't even know how to reliably scrape eod data for free
Anonymous (ID: BR3XvksB) No.60797028 >>60797280
>>60791747 (OP)
anon I appreciate you making these threads, I saw your site the other day it looks great, keep up the work there.
Anonymous (ID: sClIeHfj) No.60797129
Recommend some good VPS for this algotrading task? Is 5$ Digital Ocean good?
Anonymous (ID: vfs3gxlB) No.60797176 >>60799361
>>60794643
What platform is this? I'm a sr software dev and want to try my hand at algo trading
Anonymous (ID: FM/j4no4) No.60797280
>>60797028
thanks buddy, working on low latency crypto arb backend right now. I hope in a couple months I have a site useful to post in these generals so people can easily spin stuff up. haven't messed with crypto in ages but flash loans are the coolest thing I've ever heard of
Anonymous (ID: DgC2yUGd) No.60797282 >>60797302
I know trading and my brother is a programmer. Where do we start to build a successful algo trading bot?
Anonymous (ID: FM/j4no4) No.60797302
>>60797282
explain your logic to him and ask him to automate it
Anonymous (ID: WyHzunvO) No.60799361
>>60797176
>What platform is this?
trading view
>I'm a sr software dev and want to try my hand at algo trading
then ignore larp above, don't bother researching how you can do this in c++ or c# as it will take you decade to write up all necessary libraries and modules by yourself, learn python if you haven't already, then pandas, numpy, scipy, statsmodels and tensorflow or pytorch
you'll need to find platform to trade it on via API and your choice of tradeable asset (fx, crypto, stocks, options on them, whatever it might be)
and using snippets available on github or from scratch like i did, develop backtesting engine to try strategies which will take into account fees, slippage and response time of your filters/algos. think about time frame and frequency of trades as often even when you trade at more than 50% success rate, fees will eat into your profits. once you find platform, developed a strat you think will do something, deploy it either in cloud of some small home server and don't try to be "fast", by yourself, you'll never be faster than all HFT outfits connected to the dark pools via optic fibre and you won't get access to trade on them anyway. binary classification strat is your best bet as neural networks are easier to train to perform on it while regressors "wobble" a lot from volatility and uncertainty in the input data
Anonymous (ID: Tk7wq9q4) No.60799458 >>60799607
I wish there was more of a discussion around this I haven't been able to find a good place to learn more or talk about crypto arb on dexs. I think there is potential to make from the pools on the some of the dexs
Anonymous (ID: FM/j4no4) No.60799607 >>60799707
>>60799458
so far it's been a lot of time investment just to see if it's even possible. there's a strong chance you'll build everything out and be too slow or only make pennies (until eventually making nothing). I'm hoping to pick off a few pennies here and there currently.
Anonymous (ID: 6ycptpDp) No.60799707 >>60799769
>>60799607
>there's a strong chance you'll build everything out and be too slow or only make pennies (until eventually making nothing).
I dont know where you fags get the idea that you are being snipped by institutions when algotrading. Institutions target large amounts of positions. If you want to make a living out of this, you don't need to have microsecond transaction speed you dumb fucks. You need to somewhat be able to know the daily trend direction.
Anonymous (ID: FM/j4no4) No.60799769 >>60799811
>>60799707
We're not talking about the same thing. The original anon I replied to was talking about crypto arb between DEXes, where speed is paramount.
Anonymous (ID: 6ycptpDp) No.60799811
>>60799769
>The original anon I replied to was talking about crypto arb between DEXes, where speed is paramount.
Oh, sorry then, anon, in that case you are absolutely right.

Anyways, anyone here leverages machine learning? how many and what kind of features do you use?
Anonymous (ID: 7ZOskuTN) No.60801202
If you want to become a quant trader
learn python and follow https://x.com/quantscience_
Anonymous (ID: KFmYtwZ0) No.60802093 >>60802104 >>60802111
Good morning sirs. Im a backend java dev and ive been working in investment banks for the last 5 years. Although, i work with traditional APIs for fixed income, not stocks or algo trade.
I wanted to try making some bots just for fun. Im not even interested in making a citadel tier c++ bot that can make me rich and quit my job, just seems a good challenge for my technical skills.

Any tips for starting? Just use chatgpt to create the architecture outline? Also where to get the data? Which exchanges allow me to trade via API? The exchange im using right now doesnt allow it.
At my job they have bloomberg and usa govt data feeds for bonds, i know i cannot access that at home.
How much it costs to run a trading bot? Like data feed subscription + whatever exchange allow api trading?
Anonymous (ID: 6ycptpDp) No.60802104
>>60802093
do your own research, rakeesh.
Anonymous (ID: KFmYtwZ0) No.60802111
>>60802093
And how much trading knowledge i need before starting? Do i need to learn econometrics, technical analysis, PDE?
I know backend, data analysis and programming but nothing about trading. All i do as investment is buying btc and finance/biotech stocks. I never even used an option.
Anonymous (ID: glFkVrqs) No.60802599
>>60791747 (OP)
all I see in picrel is a evil jew shape/silhouette
Anonymous (ID: 938A1vBa) No.60802640 >>60803427
Anonymous (ID: glFkVrqs) No.60803427
>>60802640
lel