A CHINESE GUY JUST OUT-CODED EVERY QUANT INTERN AT JANE STREET
Not with a hedge fund
Not with a Bloomberg terminal
With Python, scikit-learn, and a Mac Mini in his bedroom
A friend forwarded me his screen recording at 2am
The kid is running ml_strategy.py on a fresh terminal
Accuracy on the output: 57%
If you don't trade, that number looks like a coin flip
If you do, you just sat up in your chair
> Casinos run the entire planet on a 51% house edge
> Renaissance Technologies built a $130 billion fund on 50.75%
> This guy is sitting on 57% on a script he wrote himself
Here's how he got there
He doesn't use RSI. He doesn't use return lags. He doesn't use any of the indicators every $200/mo Telegram channel sells you.
He uses three boring features the algos at the top desks actually use:
> volatility
> momentum
> z-score
That's it. That's the whole signal stack.
He pipes them through logistic regression and a random forest, votes them against each other and only takes the trade when both agree.
Walk-forward Sharpe lower than the static one - and the script prints that out loud. No grifter on this app does that. Ever.
He runs the whole thing on a single Mac Mini.
No GPU. No cloud. No paid data feed.
Just yfinance, scikit-learn and a coffee mug next to the keyboard.
The recording cuts to the trade log.
93 trades last month. 54 winners. 39 losers.
Net up. Calmly. Quietly. Like a machine.
Bookmark it before the alpha closes.
顯示更多