[{"data":1,"prerenderedAt":329},["ShallowReactive",2],{"project-5496091":3},{"id":4,"name":5,"line":6,"line_source":7,"title":8,"url":9,"domain":10,"maker":11,"posted_at":12,"year":13,"points":14,"comments":15,"rank_in_year":16,"shown_in_year":17,"top":18,"tier":19,"category":20,"subcategory":21,"format":22,"keywords":23,"reception":28,"sentiment":29,"stance_mix":30,"scored_comments":35,"aspects":36,"strip":42,"post_text":44,"what":45,"said":55,"maker_in_thread":157,"shape":168,"grid":172,"attempts":290,"same_week":291,"maker_shows":40,"maker_hidden":321,"reader_version":322,"card":323},"5496091","Days to Cover signal","How I built a trading signal by scraping Nasdaq for short interest","title","Show HN: How I built a trading signal by scraping Nasdaq for short interest","https:\u002F\u002Fwww.quantopian.com\u002Fposts\u002Franking-and-trading-on-days-to-cover","quantopian.com","fawce",1365120603,2013,89,51,267,1739,16,"notable","finance_crypto","algorithmic trading","other",[24,21,25,26,27],"short interest","backtesting","days to cover","quantopian","roasted",-0.308,{"positive":31,"neutral":32,"mixed":33,"critical":34},1,5,0,6,12,{"idea":37,"performance":39,"design":41},{"positive":31,"critical":38},4,{"positive":33,"critical":40},2,{"positive":33,"critical":33},[31,33,33,33,33,33,33,33,33,31,33,33,33,33,33,33,33,33,33,33,33,33,33,33,33,31,31,33,33,43,33,31,31,33,33,33,32,33,43,43],3,null,{"problem":46,"audience":44,"pricing":44,"motivation":44,"time_to_build":44,"stack":52,"openness":53,"stage":54,"team_size":53},{"value":47,"source":48,"evidence":49},"Finding a trading signal from short interest data","maker",[50],{"id":51},"post",[],"unknown","prototype",{"praise":56,"objections":69,"requests":106,"questions":124,"alternatives":143},[57],{"value":58,"source":59,"evidence":60},"Commenters praise the idea of short interest as a signal and the Quantopian platform","commenter",[61,65],{"id":62,"by":63,"text":64},"5497118","jstauth","While I'd love to take all the credit (blame?), the reformed academic in my feels compelled to admit that the idea to look for predictive value in stock loan data is not original…",{"id":66,"by":67,"text":68},"5496309","pathdependent","Yes. Which seems like a better investment: dedication to a platform that certainly will attract speculators and is underserved in general or dedication to a trading algorithm in…",[70,85,92,99],{"value":71,"source":59,"evidence":72},"Backtests on historical data do not guarantee future returns",[73,77,81],{"id":74,"by":75,"text":76},"5496219","tokenadult","My comment in the last thread opened with a post from this source: Past performance does not guarantee future results\" is still the operative principle here. Data-mining…",{"id":78,"by":79,"text":80},"5496279","chatmasta","Have their been any studies on the accuracy of backtesting data in predicting actual returns? Comments like yours always appear on these articles... \"You can backtest, but you…",{"id":82,"by":83,"text":84},"5496254","codex","If an algorithm stops performing after hours or days, it's likely you haven't discovered anything, but are simply seeing the effects of random noise on your hundreds, thousands,…",{"value":86,"source":59,"evidence":87},"Signal underperforms buying and holding SPY",[88],{"id":89,"by":90,"text":91},"5496672","stevewilhelm","When the broad market is rising by over 10% annually, it is very difficult to come up with a trading strategy that looses money. For example, buying SPY and holding it for the…",{"value":93,"source":59,"evidence":94},"Profits concentrated in a short period, looks like noise",[95],{"id":96,"by":97,"text":98},"5496719","steven2012","I'd be hard-pressed to call this algo as \"working\". If you look at the PnL, it makes most of its profit from Sept 15 2012 to Nov 15 2012. The rest of the time, it's either drawn…",{"value":100,"source":59,"evidence":101},"No stop-loss or drawdown protection",[102],{"id":103,"by":104,"text":105},"5497904","vellum","You should put in some kind of protection for a max drawdown loss, like if you lose x%, you exit. Sometimes your algorithm messes up, or market conditions are bad.…",[107,111,118],{"value":108,"source":59,"evidence":109},"Add a max drawdown exit rule",[110],{"id":103,"by":104,"text":105},{"value":112,"source":59,"evidence":113},"Label the benchmark in the chart",[114],{"id":115,"by":116,"text":117},"5504725","ad","Very interesting stuff. \"The Benchmark\" is the SP500 I'm guessing? I couldn't find the answer after clicking around for a bit, sorry if I'm dumb. You might list the reference…",{"value":119,"source":59,"evidence":120},"Include borrow costs for the short side",[121],{"id":122,"by":11,"text":123},"5496355","If you click on the code and search for commissions, you'll see how those costs are taken into account. The big missing thing is the market for borrowing the stock to do the…",[125,132,136],{"value":126,"source":59,"evidence":127},"Does the model include transaction costs and market impact?",[128],{"id":129,"by":130,"text":131},"5496332","niggler","Did anyone actually try this with real money? Does the model include transaction costs and market impact effect?",{"value":133,"source":59,"evidence":134},"Has anyone traded this with real money?",[135],{"id":129,"by":130,"text":131},{"value":137,"source":59,"evidence":138},"Does this meet Show HN criteria?",[139],{"id":140,"by":141,"text":142},"5497098","polskibus","Serious question: does this meet \"Show HN\" criteria? I mean I value sharing the algorithm, but I thought that Show HN is reserved for entire projects (ie. sites, saas platforms,…",[144,149],{"value":145,"source":59,"evidence":146},"Quantopian platform",[147,148],{"id":140,"by":141,"text":142},{"id":66,"by":67,"text":68},{"value":150,"source":59,"evidence":151},"Insider trading signals from SEC Form 4 filings",[152,156],{"id":153,"by":154,"text":155},"5496375","ikea_meatballs","Back testing is a real bitch. I've been building my own app for back testing recently, my specific interest being how published insider buys (SEC Form 4 transactions) affect the…",{"id":62,"by":63,"text":64},{"comments":32,"answered":40,"key":158},[159,162,165],{"id":160,"text":161},"5496328","what's an example of an external factor? maybe I can find it on quandl and backtest it.",{"id":163,"text":164},"5496424","You're speaking truth. We (quantopian) deal with all of those headaches, and test the algos with fully adjusted data. Splits, symbol changes, mergers, divestitures, dead…",{"id":166,"text":167},"5496377","what do you mean by trader input?",{"commenters":169,"max_depth":170,"maker_replies":32,"first_comment_mins":169,"lifespan_hours":171},32,8,46,[173,175,179,181,184,187,189,190,193,195,198,201,204,207,208,211,214,217,220,223,225,228,231,233,235,238,240,242,244,246,248,251,253,256,257,259,260,262,265,266,268,269,271,274,275,277,279,282,285,287,289],[74,33,31,174,75,33],"project\u002Fcritical\u002Fidea",[176,33,33,177,178,33],"5496321","commenter\u002Fneutral\u002Fnone","fchollet",[160,33,33,180,11,31],"project\u002Fneutral\u002Fidea",[182,33,33,183,178,33],"5496344","other\u002Fneutral\u002Fnone",[185,33,33,177,186,33],"5496814","Homunculiheaded",[188,33,33,177,178,33],"5496841",[153,31,33,183,154,33],[191,31,33,183,192,33],"5496408","Iterated",[163,31,33,194,11,31],"project\u002Fpositive\u002Fexecution",[196,31,33,183,197,33],"5496755","spitfire",[199,31,33,183,200,33],"5497298","kal00ma",[202,40,31,174,203,33],"5496354","dkhenry",[205,40,33,177,206,33],"5496374","megaframe",[166,40,33,177,11,31],[209,40,33,177,210,33],"5496431","cinquemb",[212,40,33,183,213,33],"5496500","vecter",[215,40,33,183,216,33],"5496553","aortega",[218,40,33,183,219,33],"5496565","ihodes",[221,40,33,183,222,33],"5496619","NkVczPkybiXICG",[224,40,33,183,216,33],"5499336",[226,40,33,183,227,33],"5496802","jrockway",[229,40,33,183,230,33],"5498135","boothead",[232,40,33,177,203,33],"5496654",[234,40,33,177,230,33],"5498118",[236,40,33,177,237,33],"5498366","czr80",[239,40,33,177,230,33],"5498732",[241,40,33,177,203,33],"5499204",[243,40,33,177,230,33],"5499391",[245,40,33,177,206,33],"5500189",[247,40,33,177,237,33],"5505291",[249,40,33,183,250,33],"5496934","gammarator",[252,43,31,174,79,33],"5496194",[254,43,43,180,255,33],"5496221","jhowell",[82,43,31,174,83,33],[258,43,33,177,255,33],"5496359",[78,43,33,177,79,33],[261,43,33,177,255,33],"5496350",[263,43,43,180,264,33],"5496267","prodigal_erik",[66,43,33,177,67,33],[96,43,31,267,97,33],"project\u002Fcritical\u002Fperformance",[89,38,31,267,90,33],[270,38,33,177,97,33],"5496678",[272,38,33,177,273,33],"5496681","hyperbovine",[140,32,33,183,141,33],[276,32,33,183,141,33],"5497338",[62,34,32,278,63,33],"project\u002Fpositive\u002Fidea",[103,280,43,281,104,33],7,"project\u002Fneutral\u002Fperformance",[283,280,33,284,11,31],"5497919","maker\u002Fneutral\u002Fidea",[115,170,43,286,116,33],"project\u002Fneutral\u002Fdesign",[129,288,43,281,130,33],9,[122,288,33,281,11,31],[],[292,297,302,307,312,317],{"id":293,"name":294,"points":295,"category":296},"5518565","Firepad",168,"dev_tools",{"id":298,"name":299,"points":300,"category":301},"5511417","Hide Secret Messages In Facebook Photos With My Chrome Extension",153,"security_privacy",{"id":303,"name":304,"points":305,"category":306},"5500352","Pinry",140,"infrastructure",{"id":308,"name":309,"points":310,"category":311},"5525941","Rappad",134,"creative",{"id":313,"name":314,"points":315,"category":316},"5492708","TheBigDB",133,"data",{"id":318,"name":319,"points":320,"category":316},"5498224","Quandl",93,false,"v2",{"id":324,"name":5,"line":6,"ai":321,"cat":20,"year":13,"points":14,"comments":15,"rec":28,"s":325,"top":18,"kw":326,"maker":11,"domain":10,"tier":19,"attempts":33,"strip":327,"url":9,"mix":328,"praise":58,"objection":71,"sub":21},5496091,-0.31,[24,21,25,26,27],"1000000001000000000000000110030110005033",[31,32,33,34],1794036505581]