Built a multi-asset algo trading bot from scratch. 4 weeks of paper trading, thinking about going live.
Hey everyone,
I've been lurking here for a while and finally have something worth sharing. Over the last couple of months I built Nexus, a Python-based trading bot that runs 24/7 on a VPS and trades both US equities/ETFs (via Alpaca) and crypto (via Binance) simultaneously.
What it does:
- 6 strategies running in parallel: momentum, mean reversion, pairs/stat-arb, volatility mean-reversion, factor rotation, and an event-driven strategy
- ~45 symbols total (25 equity/ETF, 20 crypto)
- Half-Kelly position sizing, regime detection (HMM 3-state), hard circuit breakers
- Built a small dashboard to monitor it all
Where I'm at:
It's been running in paper mode for about 4 weeks on a $1,000 simulated bankroll. ~480 resolved trades, up about $25. Nothing explosive, but it hasn't blown up either. Momentum and factor rotation are doing the heavy lifting. Pairs trader failed backtesting so it's currently blocked. Event-driven is breakeven after a lot of noise.
Before I flip the switch to live, a few things I'm genuinely uncertain about:
- Is 480 paper trades enough to have any confidence in going live, or am I kidding myself?
- My event-driven strategy uses Claude (LLM) to score news, anyone have experience with this being actually useful vs just noisy?
- I'm planning to start with ~$500–$1,000 real capital. Obvious question: is that too small to be meaningful given commissions/slippage on the equity side?
- The PnL has been steadily treading on the profitable side although the profit does not look super crazy. That's also because only around 29% of my 1K bankroll has been exposed so far. I have kept it conservative by design with a max of $30 per trade as a limit. Any thoughts on this?
Happy to answer questions. Attaching some dashboard screenshots.