This website was active until 2007. At that time aNNie, an artificial neural network bot, had been trading on the NASDAQ for 2 years. Most of the pages do not reflect that active trading is now in the past tense.

The method of updating the ANN did not use a sliding window of training time. As a result, the bot eventually wasn't doing such a good job of predicting how humans were presently trading [20-20 hindsight!!!]. The bot's creator has been working on and off (mostly off) on an aNNieFX bot to trade the currency market.

Maybe you're only interested in the real-money Ameritrade transactions that the bot made? They are here. (See that 11/07/2005 loss of $500? Transactions were being sent to my pager which totally disrupted an afternoon of beer & wings with friends! :)


aNNie is a fully automated AI trading bot that began live trading in October 2005. A year later her account value increased 10% with a technical increase of more than 20%. aNNie daytrades within NASD 2520 rules and posts live executions using IRC.

 aNNie is no longer sending orders to market as of 11/12/2007. The adjustment mentioned here on 10/11/2007 was incorporated into a complete backtest as a sanity check. This date is around the 2 year anniversary of completely automated daytrading and the account still holds 10% profit. The ongoing backtest is up to today --> (txt).

A replica of the live trading system runs in simulation mode at 4pm EST to update genetic algorithms for the following day. The most recent simulated trades below can be compared with her real account transactions --> (txt/csv).

day
trade profit
ticker
entry price
entry time
exit price
hold time
080401
-2.7%
FRNT
1.86
09:49:15
1.81
1 mins
080401
3.1%
FRNT
1.92
09:54:29
1.98
1 mins
080401
6.8%
TARR
2.19
10:51:40
2.34
258 mins
080404
6.6%
MESA
1.36
09:51:53
1.45
6 mins
080408
-3.1%
HYTM
1.95
12:42:10
1.89
21 mins
080409
8.8%
QPSA
2.84
12:29:48
3.09
160 mins
080415
-1.8%
NRMX
2.28
09:52:39
2.24
1 mins
080415
7.0%
BXXX
1.71
10:23:28
1.83
22 mins
080418
-9.7%
FNSR
1.24
11:04:29
1.12
4 mins
080425
-1.9%
NSTK
1.58
10:48:04
1.55
18 mins
(detailed sim)

Details of the the most recent training and trading activity appear in the dev section when available. The ideas, goals, and work that led to aNNie are documented in - "Hacking The Stock Market" (html/pdf).


An early version of aNNie was created in mid 2003 with a static set of "buy" neural networks. A long term measure of the price paid by buyers after 10 minutes illustrates the market independence of a standalone neural net trading system. ( replaced with live trading 12/2005 )

aNNie threshold # of signals* avg move per signal
0.2
8488
0.79%
0.5
2438
1.16%
1.0
445
2.69%
*since 07/07/2003 (data)

aNNie is a set of genetically refined artificial Neural Networks that process 5 minutes of intraday ticker data to produce buy and sell signals. The aNNs have learned how to anticipate dips in price with profitable exit points intraday. A genetic algorithm updates the networks daily as necessary to retain maximum profitability.

The training data set covers January 2000 to present and includes intraday activity from thousands of unique issues. aNNie was designed to learn profitable entry points from raw data rather than selected technical indicators. This allows aNNie to learn successful combinations of existing intraday technical indicators and even invent new ones. Ticker symbols are ignored so that aNNie can process any issue on any day... such as those that don't appear in the training data.

Up to two hundred volatile Nasdaq issues are selected and tracked each trading day. Some of these will have intraday reversals that produce aNNie signals. Signals are computed and sent to the market within 5 seconds while posting in real time to the free #blackbox chat channel hosted by Financial Chat.

raw data inputs: bid, ask, ls, vol, hod, lod

outputs: buy, sell

#blackbox tips:
- Review the sample aNNie output for a commentary on what to expect in the channel.
- Check the daily log to compare aNNie output with intraday charts. (The daily log page contains all aNNie output for issues that had an intraday signal above a certain threshold)
- Keep up with any new developments and trading simulations.
- Realize that the historical trading results on this page exclude signals for issues that had a projected day volume less than 400k shares and dollars.

aNNie commands:
!stocks - the list of stocks being tracked today.
!in - positions currently held in live trading.
!out - closed positions and results for the current trading day.

 aNNie has been completely hands-free since 07/27/2006... next stop: aNNieFX.
(Recent updates: home 06/11/2016, htsm 01/13/2006, dev 10/13/2008, sample 01/26/2003)

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