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439 points david927 | 1 comments | | HN request time: 0.202s | source

What are you working on? Any new ideas which you're thinking about?
1. lukaszwojtow ◴[] No.44433723[source]
I'm working on Alis Studio (https://github.com/alphatica/alis)- software to manage portfolios and research stock market ideas.

It's an MVP but perfectly usable. I needed features that I couldn't find anywhere else:

Parameter optimization with a genetic algorithm

Fuzzy optimization: randomly remove trades or whole markets and see what happens

Data mining: find rules how to exit trades sooner for better profit

Compare strategy results to random trading

Check current drawdown for statistical significance

Write trading systems in Java so I can test every idea under the sun and never be held back by some custom "scripting" language.

Of course, it's open-source. A GitHub star is much appreciated. Thanks!