Colin's Live Trading

inspired by how Renaissance Technologies' system operates

Every strategy must obey these rules. They are enforced in code.

1
US stocks and commodity futures only
~1,500 of the most liquid genuine US common stocks (no funds, no bond ETFs, no wrappers) plus 19 physical commodity futures: energy, metals, grains, livestock. Nothing else.
2
Long, short, or flat — no leverage
Both markets can be held long, short, or not at all. Positions can never exceed the money in the account. Every trade fills at the last close and pays spread plus commission.
3
The book must actually trade
At least 0.1% of the book turned over per day, on average — a strategy that opens one lucky position and freezes is failed outright, because a track record built on a single bet is the easiest one to fake.
4
$10,000,000 principal
Every book is funded with ten million paper dollars, and every result on this site is reported on that basis.
5
Trades only when the market is open
US stocks: weekdays 9:30–4:00pm ET. Commodity futures: Sunday 6pm to Friday 5pm ET, with a daily 5–6pm halt. An order decided while a market is closed waits for it to open — nothing fills off-hours, and a session is never traded twice.
6
No position smaller than 0.25% of the book
Any position under $25,000 is zeroed instead of taken. This caps the book at 400 names and stops it degenerating into thousands of dust positions that pay spread without conviction.

backtesting discovers the system · export freezes it into live · this page watches it