>>13674692I have a successful algorithmic trading bot on google cloud using Go and MySQL.
>Corporate events>Broker commissions>Exchange/CBOE fees>Bid/Ask spreads>Volume + Liquidity + Open Interest>Dividends, more generally Assignment Risk>Implied Volatility, current and future>Volatility Smile, more generally Black Swan RiskDid you just copy and paste a bunch of random shit from your shitty quant class or something? The fuck does the distribution of the black scholes model for options pricing have to do with implied volatility of a stock when it comes to algo trading crypto, or algorithmically taking long positions and assessing when to sell? I mean, I guess the logic behind BSM which is just basic stochastics is useful I'll admit, but kek.
I'm literally a NEET who knows this shit by autistically reading math and economics books enjoys programming and have success at this.
You first have to assess risk and make a model to use Kelly anyway, bankroll management should be the last thing on your mind when designing.
