How is your return in live-trading?

[nian-liu]

Hi guys, to evaluate the model performance in live-trading, for those who have deployed this model in live-trading, could you report your rate of return and the date range here? If possible, could you also report your initial investment amount? Since I think the model is largely influenced by the asset amount. Large asset probably brings in market impact.

[felixenzogarofalo]

Hi nian-liu, if you could implement the code for live trading, could you give me some guidance to achieve the same?

[nian-liu]

I gave up to apply it for live trading cuz I found that the algorithm is not working in current bear market. Well the last time I tried is in April, so maybe it's caused by insufficient training data of bear market, maybe you can try it now since we have more bear market data.

[joeykrug]

@nian-liu did you try with a more recent training window [e.g. training from jan-june, test in july]?

[ziofil]

I’ve tried more recent windows (dec-July) but I’ve not managed to make it gain anything (not live)