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Five years of Algo Trading
2025-09-30
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This will be sort of an unusual post, as I am writing it well after the time when these photos were taken (12-12-19). I originally chose to not post this whatsoever because my strategy was working for me, and I did not want to have it ruin the bot I had running at the time. The reason I am comfortable posting now is this was very early on in my algo trading career, so pretty much everything has changed to my current implementation, which is currently trading in a data center close to the NYSE.

The strategy is a form of pairs trading, which I originally was told about by a neighbor when I was in middle school. After that one time when I started asking more, he refused to tell me what strategy he was using, which made me all the more interested. Basically, at its simplest, pairs trading involves trading on the spread of two stocks that are closely correlated. When the prices spread, you short the higher one, invest in the lower one, or do both at the same time. Typically this is a lower-risk, low-return strategy; however, if we implement a bot to do the work for us, it can be very profitable while still being low risk. reasearch This strategy is a lot more complex than I explained, and implementing it into a working system is even harder. The algo trading scene has changed so much over the past five years, so you need to be much more careful with the implementation, and ALL of the strategies you will see do not work. At the time, Quantopian was used for a lot of my historical testing, and Alpaca was used for trading. Currently Quantopian has been shut down, and I moved on from Alpaca years ago at this point.

Overall, if you don’t know what you are doing, you will lose all your money. If you want to learn, be prepared for a heavy time and cost investment to do it yourself; never use any site that advertises any sort of bot trading. The only way is to build it from the ground up yourself and learn some complex math. conclusionrun In conclusion, this is not a way to make money quick. It will only be worth it if you enjoy the challenge and like math. If you are going to try to run your bot, do a minimum of six months in real time on paper before connecting your real account. This is a personal project, and I have no intention of selling my work; I have turned down every offer I have received.

Five years of Algo Trading
https://andrewhartley.tech/posts/code-investment-bot/
Author
Andrew Hartley
Published at
2025-09-30