algo-trading
Discuss about algorithmic trading, quant finance and automated trading strategies.
Trading Strategy pfp

@tradingstrategy.eth

Lighter Liquidity Provider (LLP) from: Another Hyperliqud HLP market-making vault competitor goes live Currently offering > 90% APY as people are farming points with generated volume.
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Trading Strategy pfp

@tradingstrategy.eth

The best performing DeFi vaults in June, 2025 👉 Read our best performing DeFi vaults report: https://tradingstrategy.ai/blog/the-best-performing-stablecoin-vaults-june-2025 We have added Sonic, and other new chains, for reporting - We cover 3495 stablecoin-denominated vaults out of 9939 total vaults - Hype++, gTrade (Gains), Peapods continue to dominate the best-performing stablecoin yields - Concrete and Panoptic have launched some highly performing vaults - Almanak launches its flagship Autonomous Liquidity USD vault for yield optimisation - maxAPY launches its multichain yield optimisation USD vault - Harvest Finance Autopilot comes to the IPOR protocol, as the OG DeFi protocol offers yield optimisation across other Harvest vaults We also changed rolling returns tracking from three months to one month to better reflect the volatile nature of cryptocurrencies.
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pyta pfp

@pytabe.eth

GM
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Mikko pfp

@moo

1/ The interest to algorithmic trading is stayed stable over the last five years
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Trading Strategy pfp

@trading-strategy

GM
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Mikko pfp

@moo

Detecting cryptocurrency pump and dump schemes by monitoring Telegram chats with LLM. A paper by University of Zurich. https://arxiv.org/html/2412.18848v1
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Mikko pfp

@moo

The majority of the public stock has underperformed the US treasury bills on a long-term time horizon since 1990. The wealth creation is concentrated to few companies (stocks) only. https://www.semanticscholar.org/paper/Long-Term-Shareholder-Returns%3A-Evidence-from-64%2C000-Bessembinder-Chen/fd0ad89430fed27409319a8442e3f6d329a93702
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Mikko pfp

@moo

On how to classify machine learning algorithms
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Mikko pfp

@moo

I have 3.5TB of DEX tradinf data. Would anyone help me to apply FinRL (finance reinforced models) on it?
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Mikko pfp

@moo

How to turn $10k to $1M with memecoins
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Mikko pfp

@moo

MacBook sounding like a jet engine when running a grid search
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Mikko pfp

@moo

Ethereum memecoin correlation
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Mikko pfp

@moo

This channel is public again. Everyone can cast.
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Mikko pfp

@moo

On household savings, equities and Great Financial Crisis https://www.linkedin.com/feed/update/urn:li:activity:7252721099329662976?commentUrn=urn%3Ali%3Acomment%3A%28activity%3A7252721099329662976%2C7252743616723398657%29&dashCommentUrn=urn%3Ali%3Afsd_comment%3A%287252743616723398657%2Curn%3Ali%3Aactivity%3A7252721099329662976%29
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Mikko pfp

@moo

GM. Good Algo Monday for everyone. What are delta-hedged and gamma-hedged positions? These terms are used in option trading, but can be applied to some degree to other crypto trading as well (perps, staking, etc.) Delta means you are neutral to the price movements of the underlying asset, e.g., ETH. Usually, this is done by having both long and short positions open at the same time. Typical is long spot ETH, short perps. Gamma is neutral to the *speed* of the price movement of the underlying asset. Because for a delta neutral position, you need to constantly rebalance it (with a cost). If crypto price moves fast enough (volatility spike), you cannot rebalance your delta neutral fast enough and you get expose due to bad trade execution. More here: https://tradingstrategy.ai/glossary/delta-hedged https://tradingstrategy.ai/glossary/gamma-hedged
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