Take a look at the VIX from 2009 until today and you'll understand why you stopp... | Hacker News

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		lrm242 on Nov 6, 2012 \| parent \| context \| favorite \| on: How I made $500k with machine learning and high fr... Take a look at the VIX from 2009 until today and you'll understand why you stopped making money.

S_A_P on Nov 6, 2012 [–]

http://finance.yahoo.com/echarts?s=%5EVIX+Interactive#symbol...;

very interesting, a spike in sept-dec 2009 that roughly follows his PNL...

jcampbell1 on Nov 6, 2012 | [–]

Without a ton of volatility, any homebrew HFT is going to lose to commissions and spread. Basically, he was trading in one of the few periods where is was possible to make money.

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