I found this paper "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem" https://arxiv.org/pdf/1706.10059.pdf The original source code for the project can be found here https://github.com/ZhengyaoJiang/PGPortfolioI know some python and have watched a course on machine learning on coursera. I can run the project and back tests show some impressive returns like 26 btc from 1btc over 2 years. The paper claims to have some 4 fold return in a month and a half. 4 fold return in hypothetical tests is great and all but I want to create a auto trader for poloniex. There are a couple things that need to be implemented and ironed out first. - The poloniex API just has public access to download price tracker data, should be easy enough to implement the private API to make trades and check balances as there is already code available online. The only other thing is implementing the trading strategy.
- The math involved assumes there is no market slippage and does not take into account market moves with large amounts of money. This is a problem because the algorithm just calculates its own profit and uses that for training. So I need help feeding the portfolio value from poloniex directly back into the algorithm while its doing rolling training.
- Supposedly rolling training works, but there is no live trading mode so that needs to be implemented. Rolling training will need to be modified to take in the actual portfolio value on poloniex.
- I think the configured fee is set to 0.025% per trade (I could be wrong on this) I don't know if the algorithm accounts for lateral moves like say ETH to ZEC isn't a straight trade it would have to from ETH to BTC and then BTC to ZEC. it could be as simply just doubling the fee value.
- The algorithm just picks the top 11 coins with the most trade volume to ensure liquidity and reduce market slippage. Coins come and go and I don't think there is anything in the code to handle investments in old coins.
I can set up a fork on github and start working on this and everyone else can contribute. I'm not a full time software developer though so I am still fairly newb to this. If we can get this to work though there are profits to be made for sure. |
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The price I saw for it was $200 on newegg. For the 1070ti price I saw was $450 and would be mining neoscrypt or equihash. My calculations could be a bit off but so far it seems the 580 would ROI faster?
RX 580 cards start from $250 on newegg, and that's for the most basic 4gb versions. Decent cards with decent coolers are closer to $300, and the 8gb versions are more than $300. Current high profits from these Polaris cards are all from ETN, which is a new coin that might go down really fast. After that it's back to ETH, and you're not likely to get 30 MH/s (as whattomine suggests when you select rx 580) from the cheapest 4gb rx 580 cards cause these days they often ship with weak hynix and elpida memory chips that you're lucky to get 27-28 MH/s from. So it's less than $1.5 a day per card. Some of the 570 cards have been hitting $229 on Newegg, but nothing consistantly below that other than refurbs or open boxes - so far. Might change over the next month though, AMD card pricing IS dropping slowly. You CAN get the Sapphire "mining" 470 cards pretty consistantly at $260 or $279 - seems like ONE of the models is always in stock lately - and those have VERY good cooling. 4GB cards you're doing good to get to 28 Mhash/sec on ETH AFTER a BIOS mod - doesn't matter if it's 470 480 570 or 580 on that. The other thing to keep in mind - the BLUE WHALE in the room - is that ETH goes Proof of Stake sometime next year if they stay on their current plan or semi-close - at which point profitability of pretty much ALL GPU-mineable coins will quickly collapse as those 4 MILLION or so cards currently mining ETH (mostly AMD) look for new homes. On the plus side, card prices on AMD cards should ALSO collapse at that point as a lot of "marginal" miners find out that they're unprofitable and end up dumping used cards. Yeah the whole eth imploding the gpu coins is a bit scary and is probably going to deter me from buying more cards for the moment but another card with a promising ROI is the Vega 56 cards able to push 2000 khs on xmr which puts it close to $5 a day if my calcs are right. |
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Am I missing something here? I'm checking profit calculations on whattomine.com and the ROI for the 1070ti is somewhere over 6 months even if I set the hash to 500 sol at 110 watts, while rx580 ROI in little over 4 months.
Mining what coins on each card? What are you comparing? And what price are you assuming on the RX 580 vs the GTX 1070 ti? Am I missing something here? I'm checking profit calculations on whattomine.com and the ROI for the 1070ti is somewhere over 6 months even if I set the hash to 500 sol at 110 watts, while rx580 ROI in little over 4 months.
Mining what coins on each card? What are you comparing? According to whattomine.com the 580 would be mining electroneum and etherium. The price I saw for it was $200 on newegg. For the 1070ti price I saw was $450 and would be mining neoscrypt or equihash. My calculations could be a bit off but so far it seems the 580 would ROI faster? |
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Am I missing something here? I'm checking profit calculations on whattomine.com and the ROI for the 1070ti is somewhere over 6 months even if I set the hash to 500 sol at 110 watts, while rx580 ROI in little over 4 months.
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I'm 90% sure this is a joke  but its entirely possible OP is serious. |
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Lol I do remember selling to sid I sold cairnsmore fpga. The ones I sold went pretty fast either to students or some one else with an idea to make more money off them. I got my roi on them anyways so I'm happy for the new owners.
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I am interested, I assume you take btc, but also would need to do escrow.
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Nice never knew these accounts went for so much.
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Would you be willing to sell justa copy of the site software/code? I have the hosting services already.
Yes, I am willing to image the server and just send the image. (eg, could do a vmware image) I would then refund the cost of the server (approx $5k) to the buyer. And the following came in via PM: [quote date=1426880163] I just would like to clarify that the winner of the auction would have complete ownership of the source code. This will be an exclusive sale with complete ownership, with the minor caveat that I am allowed to use framework pieces in other sites. There are elements of code that are shared in several other sites I have worked on over the years like the mining pool at ltc.kattare.com and in kattare.com itself, etc. I am willing to write a 2 year non-compete into the sales agreement as well if it makes sense for the buyer. I am barred by the SEC settlement from doing anything securities related for two years anyway. Cheers. [/quote] What legal issues did you run in to? If I started up the site after the sale (I live in the US) would the site just get taken down for breaking some laws? Also were you able to run the site yourself ( I have a lot of sysadmin experience) or did you have partners? |
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Would you be willing to sell justa copy of the site software/code? I have the hosting services already.
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I like cryptotrader, you can get pretty decent ROI on your investment.
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Do the police even care? its been a while and not arrest made? We might need a better lawyer.
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I'm an IT professional, you would be surprised how many people just keep a .pst on their local hard drive with all their emails on it which eventually dies even though they are trained to put them on the network share.
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What is the ROI looking like on these? 3 mo?
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Will justice come to this guy? or has this just been forgotten?
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Did you trash the broken CM1s?
Sold them. I'd like to buy cairnsmore1, and have bid on ebay.
Is there a buy it now price for reference? Thanks.
I think I sold the last one on ebay, I might have one more if I do I'll put that up on ebay next week. |
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I lost about 35 btc in securities scams i forget the name of it. But really if I had just held all the btc i have mined I would have been a millionaire.
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