When I first started playing with algorithmic trading I thought it would be viable to aim at a >5% per day profit and was confused why more people weren't working on it.

Several years later and with much trial and error, actual reasonable/realistic backtesting and many experiments I think that now I have the answer. A strategy that consistent provides over ~0.2% profit per day is pretty much a best case scenario.


@mark true but the time spent developing, maintaining and improving is really just worth it if you don't invest (read risk) a lot of money. My goal was more to invest a small amount and grow it relatively slow but it would take many years (with all going well) to achieve what I had in mind. Not really sure if I will continue to spend time working on this.

Oh well, I am a bit bitter today because it took me years to realise this :|

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