A Sincere Thank You Post and Update on Ampyfin Trading System
A few months ago back in November, I shared my project on this subreddit about an algo trading system I built that used ranked ensemble learning. Basically, I had data from Intrinio on 1m tick and I trained the bot to rank multiple strategies dynamically based on recent portfolio_value changes + successful - failed / total trade ratio. Based on its rankings, it was given a weight and its decision was multiplied using that weight. I never worked in a trading environment (although I was your regular retail trader who traded everytime a FAANG stock was down) and only had experience in ML in a medical and research settings.
Fast forward 3 months, and the project has grown in terms of number of improvements. Since its revamp on January 3, 2025, it's currently up a little over 25% this month using live trading - updated using v2.0 - again profits aren't the pure metric but more so the max drawdown, R, Sortino , and Sharpe ratio which have been significantly better after the revamp of v2.0. Currently the backtesting and training libraries aren't available as we are using a paid library but my team and I plan to make it public come end of some time late February + early March so that it uses free data from yfinance instead of paid from Intrinio on 1-d tick (yes there's finally a team working on it with me so that's great).
I would like to sincerely thank the people on this subreddit and the community for giving me encouragement, valuable feedback, and advices.
Also, the system is public for people who are new so
here's the link to the repository for people interested in testing it out:
https://github.com/yeonholee50/AmpyFin/
here's the link to the website to see Ampyfin's holdings, current ranking of strategies, testing tickers (currently only from US markets but we plan to expand) on our version that uses the trained data, and overview (it does take less than a minute to load since the website rate limits):
We're also planning to keep this trading system open source so people can use it to fit their trading style - can tune parameters. I do have a question to end on this post is which sentiment indicators and API people are using for people who are using sentiment based strategy. None of the people on the team have experience using sentiment indicators. We have a VIX indicator workaround - switch between trading mode being tested, but it's not working out too well with the max drawdown metric and accuracy taking big hits so we're thinking of using a sentiment indicator - potentially do a bit of web scraping around reddit, seeking alpha, marketbeat etc, but not too sure on how to approach.