The high point of my trading was October 2009 when I made almost 100k. After this I continued to spend the next four months trying to improve my program despite decreased profit each month. Unfortunately by this point I guess I’d implemented all my best ideas because nothing I tried seemed to help much.
It is of course possible that once you made "real" money with your algorithm it was spotted by the other algorithms which then started working against it. (Aka exploiting it) Having talked with people in that space (hft) I was left with the impression that an insane amount of analysis was done on those trades.
It is of course possible that once you made "real" money with your algorithm it was spotted by the other algorithms which then started working against it. (Aka exploiting it) Having talked with people in that space (hft) I was left with the impression that an insane amount of analysis was done on those trades.