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peoplesfintech

1 karma · joined March 31, 2017

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peoplesfintech··on Show HN: Trading experiments, 5 years, all reproducible. The answer was no
Author here. This is the complete record of fx-core, a personal project that tried to find a tradable edge in retail foreign exchange: 81 experiments, 4,932 live trades across 13 broker sub-accounts, and a negative result.

The site has an explorer for all 81 experiments (hypothesis, method, verdict, and the structural reason each one failed), a frozen CSV of every recorded trade, and a glossary. Every number is derivable from the published data - that was the point.

Things that might interest HN specifically:

- A lookahead bug (a timeframe-downsample index mismatch) that leaked up to 719 future bars into a feature pipeline. Sixteen live strategies traded on it. Cost: ~55,000 pips. The root-cause analysis and the rules that came out of it are published.

- A momentum portfolio that passed Monte-Carlo validation at a 100% rate, then was shown by a closeout-aware simulation to liquidate six of six accounts under finite margin. Validation gates have blind spots; margin is one of them.

- A measured detection floor: with the full validation stack, the smallest edge reliably detectable at n=2,000 trades is about 1 pip/trade. Retail spread is 1-2 pips. That asymmetry is arguably the whole story.

Happy to answer anything - methodology, the bugs, the validation stack, or why I kept going after experiment 40.