Holdout SetI write down the test before I run it, then publish what happened.

Who and why

About

I test trading ideas on Indian stocks, on my own, alongside a full-time job. The setup has four parts: something that records the order book for a fixed list of stocks every trading day, ten years of daily history rebuilt so that it still contains companies that have since shut down, a replay engine, and the scoring code that tells me whether an idea predicts anything.

All of it runs by itself on one cloud machine. This website has no connection to that machine at all.

What is not on offer

I would rather say this plainly than have you guess. Each one of these would need something I do not have.

Why publish at all

Because the failures are the interesting part and almost nobody puts them up. What you normally see is the small number of things that worked, written up afterwards by people with a reason to make them sound good. You never get to see how many attempts it took.

The Ledger is my attempt at the opposite: the full count, including every idea that looked good early and then fell apart on data it had not seen. If it helps one other person building something similar, that is enough for me.

Contact

Corrections are very welcome. If something here is wrong I would rather know, so please tell me. The quickest way is LinkedIn.

The code behind this site is not public. Part of it holds the settings for the strategy I am still testing, which is the one thing this site does not publish. My other work is at github.com/arkagimt.