System 209666634 bought 6122 shares of 3RG at 0.489
System 2813552119 bought 6382 shares of 3RG at 0.47
Thanks for pointing me to this, looks very helpful. I never liked penalizing upward volatility and hence never used Sharpe ratio. I might have to...
Interesting. You mentioned some good anti-overfitting tricks, here is one more: pretend some signals didn't happen (randomly). I also sometimes...
I wanted to see if systems trained on more recent data have any advantage over systems trained on older data. So I split my data into parts: 1....
System 209666634 bought 6521 shares of SLZ today morning at 0.45 No more positions in SLZ as it's already at (almost) 10% of capital.
System 2813552119 bought 6637 shares of KCH at 0.45
Yesterday system 902755251 bought 8108 shares of SLZ at 0.31
Some systems removed. Their positions were taken over by other systems: System 1245186707: position in AWM (11000 shares) taken by...
System 2813552119 bought 7692 shares of SLZ at 0.37
New system 2813552119 bought 10714 shares of AWM at 0.27 System 626507833 removed, its position in AWM (10771 shares) moved to new system 209666634
Two more: System 1245186707 bought 11000 shares of AWM at 0.2725 System 3811011792 bought 5504 shares of GTN at 0.545
System 618370572 bought 13636 shares of CFI at 0.222
Two more long for BAH: System 618370572 and 3811011792, both 5000 shares each at 0.60
Monday's trades: System 3249453521 sold 4000 of NTC at around 0.65 (so 0.10 loss per share). I've also paid in another 25k into account, now at...
New trades: System 1093642095 bought 5084 of BAH at 0.6 System 626507833 bought 10771 of AWM at 0.2785 The reason for two new positions in a day...
About stock selection: So, as I said, there are multiple systems. Each system has a weight that is calculated from its past performance. Then,...
In this journal I will post my trades from a bunch of systems (600 of them!) created by a computer. I will be trading only Polish stock market,...
Separate names with a comma.