I’ve been working on a side project called pytrader for the last several months. pytrader is a cryptocurrency trading robot programmed to work on the poloniex cryptocurrency trading platform. This was a good means of getting some experience with machine learning, quantitative finance, and of course hopefully making some profit.
Turns out, I built a system that is able to predict price movements with some degree of accuracy that beats a random number generator, I was never able to generate a robot that traded profitably after fees. Especially after poloniex changed their fee structure
My test portfolio was initialized with a 1 BTC deposit, and after 2 months and 23,413 trades, exited with 0.955 BTC. The system paid 2.486 BTC in fees to poloniex.