Congratulations to market wizard @Sean Saglin P.S. What the actual fuck!?

Question for @Kevin Gong, you might've already answered this in a live session or Q&A. When did you go full time with algo trading? Anyone else in here algo trade full time? Just curious. I have a 9-5 and own a software company on the side. Full time algo trading and still running the business is a goal of mine. Curious to know about other folks' operation!

Provide your availability for the weekly Q&A calls in this format: Day of week: - Mon, Tues, Wed, Thurs, Fri, Sat, Sun Time of day (Military : CST) - EX: 600-1000 CST, 1500-1800 CST

Here's my playbook to build a 7-figure portfolio of 10-20 algos in the next 90 days: 1. Pick a futures market, time frame, and direction I've found edge on these: - @NQ, 30 min, Long @CL, 1440 min, Short @GC, 1440 min, Long @ES, 1440 min, Long @JY, 1440 min, Short @EC, 1440 min, Short @GC, 30 min, Short @ES, 30 min, Long @S, 1440 min, Long @HG, 1440 min, Long 2. Find entry rules: - Mine thousands of indicator & rule set combos on 20 years of data (50/50 in-sample & out-of-sample split) - Withhold 2020-2024 for 2nd OOS validation - Fitness function: Expectancy score - Make sure to add in slippage & commissions (2 ticks per trade) - P.S. I use @buildalpha 3. Filter by Metrics: - Net Profit: $100k+ - Expected Value: $100+ - Average Trade: $100+ - Trade count: 600+ - E-ratio: 1.2+ - PNL/DD: 5 - WR: 40%+ 4. Find exit rules: - Hold time - Profit target - Stop loss Indicators Keep this simple. Your edge shouldn't come from your exit. 5. Robustness testing: - 2nd OOS Noise test - Correlated markets test - 3 months or 100 trades on live sim - 3 months or 100 trades on micros - If it passes all of these, now you're ready to go LIVE. 6. Portfolio optimization: - Check for correlation as close to 0 as possible between strategies - Check that fixed position sizing is fairly close to efficient frontier on the Markowitz model Source: https://x.com/KevinAlgotrades/status/1822470549227929916

Help the community out with your best tips, perspectives, frameworks for how you deal with uncertainty in trading, and how you maintain consistency even during drawdowns. There's no such thing as a mistake, as long as we learn from it and don't repeat the same mistake. Learning from other humans is how we got to where we are today.