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Less than 60 seconds to turn a trading idea into an executable quant strategy. Sorin configures a 4-hour BTC Turtle breakout, tunes its risk rules and validates the code. This backtest on Hyperliquid data returned 40%. Build yours at

Sahara AI 🔆

586,041 subscribers

11,192 次观看 • 1 个月前 •via X (Twitter)

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4 条评论

Elise Tech Ai 的头像

Elise Tech Ai1 个月前

60 seconds to a full backtested strategy — that's insanely fast, love this!

Ella Tech & Tool 的头像

Ella Tech & Tool1 个月前

60 seconds to 40%?! 🤯 wild speed for quants

Engage IO 的头像

Engage IO1 个月前

The automated risk configuration is an interesting part of the workflow.

legen 的头像

legen1 个月前

Backtests look great until live slippage hits.

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Quant trading is now live in HeySorin.AI Choose one of 10 frameworks. Customize the rules. Backtest it against market history. Turn it into a live monitor. This version returned 28.90% across 25 trades in a 14-day backtest. Watch how it works, then build yours at 👇

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17,100 次观看 • 4 个月前

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🚨| HOW ONE PERSON BUILT A FULLY AUTOMATED TRADING BOT IN 34 MINUTES, WITHOUT WRITING A SINGLE LINE OF CODE didn't touch a code editor. just talked to Claude Code. → detects market regime on its own: bull, bear, sideways → switches strategies automatically for each regime → 13 safety checks before every single trade → stop-loss, circuit breakers, position limits, correlation check → walk-forward backtest, not curve fitting, real simulation → connected to Alpaca for free paper trading → 45 out of 45 tests passing → full pipeline: data → regime → signal → risk → order → log hedge funds pay millions to build this. he paid $0.

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450,599 次观看 • 1 个月前

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MIT defines an algorithm in one sentence that changes how you think about trading "a computational procedure that takes an input and produces an output through a well-defined sequence of steps" that's it. not AI. not machine learning. not a black box a set of rules that takes data in and spits a decision out every quant strategy ever built is just an algorithm Citadel's execution system that routes 40% of US equity volume is an algorithm Renaissance's Medallion Fund running millions of trades per year is an algorithm Jane Street's market making engine processing $26 trillion annually is an algorithm input: market data rules: mathematical conditions output: trade or no trade the difference between a quant desk and a retail trader is not the data it's that one side wrote down their rules precisely enough for a machine to execute them retail says "if RSI is low and the chart looks good, i'll probably buy" a quant desk says "if RSI 1.5, buy 0.3% of NAV" same logic. one is a feeling. the other is an algorithm the feeling can't be tested, can't be repeated, can't be measured the algorithm can be backtested across 10,000 trades and you know exactly when it works and when it doesn't > this lecture: MIT, free, 70 seconds > algorithmic trading volume: 60-75% of all US equity trades > Jane Street, Citadel, Two Sigma: every trade is algorithmically executed > tools to build your own: Python, free data, a laptop you don't need a faster computer or better data you need to write your strategy down precisely enough that a machine could run it without you that's the whole leap. from intuition to algorithm full breakdown in the video below

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23,905 次观看 • 3 个月前