{"id":290590,"date":"2025-06-13T06:15:10","date_gmt":"2025-06-13T06:15:10","guid":{"rendered":"https:\/\/peraltafinancing.com\/uncategorized\/from-research-to-results-how-hani-developed-a-portfolio-with-over-300-return\/"},"modified":"2025-06-13T06:15:10","modified_gmt":"2025-06-13T06:15:10","slug":"from-research-to-results-how-hani-developed-a-portfolio-with-over-300-return","status":"publish","type":"post","link":"https:\/\/fivemor.com\/?p=290590","title":{"rendered":"From Research to Results: How Hani Developed a Portfolio with Over 300% Return"},"content":{"rendered":"<p> <br \/>\n<\/p>\n<div id=\"\">\n<p><span style=\"font-weight: 400;\">Hani Hamdan, algorithmic trader and entrepreneur, has achieved what many only aim for:<\/span><span style=\"font-weight: 400;\"><br \/><\/span> <b>A real-money portfolio with over +300% return in less than 12 months<\/b><span style=\"font-weight: 400;\">\u2014built on a fully automated strategy framework with risk tightly under control.<\/span><\/p>\n<p><span style=\"font-weight: 400;\">His performance has placed him <\/span><b>#8 on the DarwinIA Gold<\/b><span style=\"font-weight: 400;\">, a benchmark reserved for the most consistent and profitable traders globally.<\/span><\/p>\n<p><span style=\"font-weight: 400;\">Below: <\/span><i><span style=\"font-weight: 400;\">Live equity curve from Hani\u2019s portfolio<\/span><\/i><i><span style=\"font-weight: 400;\"><br \/><\/span><\/i><\/p>\n<p class=\"content__img\"><a href=\"https:\/\/strategyquant.com\/wp-content\/uploads\/2025\/06\/qqdwx.png\" data-fancybox=\"post_gallery\"><img loading=\"lazy\" decoding=\"async\" class=\"alignnone wp-image-290016 size-full\" src=\"https:\/\/strategyquant.com\/wp-content\/uploads\/2025\/06\/qqdwx.png\" alt=\"\" width=\"1916\" height=\"825\"\/><\/a><\/p>\n<p><span style=\"font-weight: 400;\">\ud83d\udd17 View verified results: https:\/\/quant-bot.com\/trading\/<\/span><\/p>\n<p>\u00a0<\/p>\n<p><span style=\"font-weight: 400;\">In this in-depth interview, Hani explains:<\/span><\/p>\n<ul>\n<li style=\"font-weight: 400;\" aria-level=\"1\"><span style=\"font-weight: 400;\">Why <\/span><b>seven years of research and development<\/b><span style=\"font-weight: 400;\"> were critical to his success<\/span><\/li>\n<li style=\"font-weight: 400;\" aria-level=\"1\"><span style=\"font-weight: 400;\">How he uses <\/span><b>StrategyQuantX<\/b><span style=\"font-weight: 400;\"> to generate, validate, and manage a library of 1,000+ strategies<\/span><\/li>\n<li style=\"font-weight: 400;\" aria-level=\"1\"><span style=\"font-weight: 400;\">His use of <\/span><b>multi-layered risk protection<\/b><span style=\"font-weight: 400;\">, including automated stop-loss thresholds across strategy, weekly, and monthly levels<\/span><\/li>\n<li style=\"font-weight: 400;\" aria-level=\"1\"><span style=\"font-weight: 400;\">How he filters strategies dynamically based on performance metrics and correlation analysis<\/span><\/li>\n<li style=\"font-weight: 400;\" aria-level=\"1\"><span style=\"font-weight: 400;\">Why mindset, discipline, and a structured workflow are essential for long-term profitability<\/span><\/li>\n<\/ul>\n<p><span style=\"font-weight: 400;\">\u201cWe treat trading as a business. Automation and discipline are non-negotiable.\u201d<\/span><\/p>\n<p>\u00a0<\/p>\n<p><span style=\"font-weight: 400;\">If you are serious about algorithmic trading and looking for a real-world example of sustainable performance, this interview offers both strategic insights and practical inspiration.<\/span><\/p>\n<p><span style=\"font-weight: 400;\">\ud83c\udfa5 <\/span><b>Watch the full interview now:<\/b><\/p>\n<div class=\"b-embed\">\n<p><iframe loading=\"lazy\" title=\"How This @quantb0t  Portfolio Reached the Top 10 on DarwinIA Gold\" width=\"840\" height=\"473\" src=\"https:\/\/www.youtube.com\/embed\/jyQt9vKbPqE?feature=oembed\" frameborder=\"0\" allow=\"accelerometer; autoplay; clipboard-write; encrypted-media; gyroscope; picture-in-picture; web-share\" referrerpolicy=\"strict-origin-when-cross-origin\" allowfullscreen><\/iframe><\/p>\n<\/div>\n<p>\u00a0<\/p>\n<p>Transcript:<\/p>\n<p>I started trading back in 2002, really for me StrategyQuant made a huge impact.<br \/>I can say the most profitable strategies that are performing now were made on StrategyQuant.<br \/>It was not a gambling, it\u2019s not a game.<br \/>The most thing to keep in mind while trading is managing risk.<br \/>So, hello traders, I\u2019m glad to introduce next interview from our StrategyQuant series.<br \/>And today is with a very experienced trader, Hani from Lebanon, who recently achieved like<br \/>their account is now number 8 in DarwinX Gold Zero, which is a list of the very like list<br \/>of traders and ranked on the success and positive and profitable result with their portfolio.<br \/>So I was excited when Hani decided to join us and share his insight, what\u2019s working,<br \/>what works and what is working for him in markets to share it with you.<br \/>So here\u2019s the Hani.<br \/>Hello, Hani.<br \/>Hello.<br \/>Tomas Vanek, my colleague.<br \/>Hello, Tomas.<br \/>Hello, traders.<br \/>Let\u2019s start.<br \/>Let\u2019s start with the first question and simply Hani, please, could you introduce yourself?<br \/>What is your profession?<br \/>How did you start with algo trading?<br \/>Yeah.<br \/>Hello, everyone.<br \/>I would like first to thank you for this interview and the whole team of SQX for this<br \/>remarkable platform.<br \/>My name is Hani Hamdan.<br \/>I\u2019m based in Lebanon, Middle East.<br \/>I\u2019m a serial entrepreneur and business consultant and an algorithmic trader.<br \/>My academic professional background in information technology naturally shaped<br \/>my thinking to be systematic, analytical and automation oriented.<br \/>I started trading back in 2002.<br \/>I took several courses, but at that time, due to financial and time constraints while<br \/>launching my business, I stopped trading.<br \/>Then back in 2015, I had gained some freedom to fully commit to trading.<br \/>So I dedicated more than 15 hours a day and still to trading.<br \/>First, I was focusing on manual trading and preparing an environment to trade in.<br \/>I studied fundamental and technical analysis.<br \/>I didn\u2019t like fundamentals because you need to stay alert and read the news and to be<br \/>always online.<br \/>But I like more technical analysis.<br \/>And I studied also harmonic patterns with Elliott waves and advanced patterns.<br \/>And I had a strategy in place, which I was trading for a year and a half.<br \/>And because the strategy was on a higher time frame, you know, I had the pleasure also of<br \/>time, the luxury of time.<br \/>So I said, why I don\u2019t program the strategy to be an algorithm.<br \/>So I started working and training on MQL4 and MQL5, but also, you know, to create a<br \/>strategy that will take time.<br \/>So I was searching for another time for a platform to generate a strategy for me in<br \/>a much quicker time.<br \/>And I found StrategyQuant with other platforms.<br \/>But really, for me, StrategyQuant made a huge impact.<br \/>And I can say the most profitable strategies that are performing now were made on<br \/>StrategyQuant.<br \/>Now, at this stage, we have our own team.<br \/>We already developed our own automated filtering system and methodologies.<br \/>So, yeah.<br \/>Great.<br \/>Thank you.<br \/>Thank you for the introduction.<br \/>And I\u2019d like to ask you, because there is a long career and every trader is at some<br \/>point, someone is starting, someone is just doing some research, someone is already trading<br \/>for a few years, someone just bought some courses.<br \/>And the path is quite similar, I might say.<br \/>So I would like to ask you how long it took you to be successful and what was the breaking<br \/>point, which is the most interesting, obviously, question everyone is interested in.<br \/>Yeah, let me tell you, from the beginning, my priority was learning and researching and<br \/>not rushing into live trading, because I know it was not a gambling, it\u2019s not a game.<br \/>And I wanted to create a business from that.<br \/>So my goal was to build a track record, a solid track record before seeking any funds<br \/>or going to the next stage.<br \/>So at that time, I accepted breakeven during the early stages, no more than breakeven.<br \/>I don\u2019t want to make money through trading, just want to enhance my trading.<br \/>But I can say after seven years, the success came when we developed a multi-layer automated<br \/>filtering system for our live strategies.<br \/>You can do manual filtering for the strategies that comes out from the process that you are<br \/>doing.<br \/>But why it took me seven years?<br \/>Because the whole time I was thinking of automation.<br \/>So I don\u2019t want to even, I don\u2019t want to filter manually the trades or the strategies that<br \/>are performing good.<br \/>So it took me time with the team to develop this.<br \/>So yeah, seven years, long seven years.<br \/>So long, several years, and then you simply finished all this and you were sure that it<br \/>makes sense.<br \/>And you started to work.<br \/>Yeah.<br \/>And what do you like the most on algo trading?<br \/>Where you thought you were aiming from the beginning to be algo trader, but there is<br \/>a lot of styles how to trade.<br \/>And some of them do not be necessarily like time consuming.<br \/>If you, for example, can trade place one, trade a month or whenever, or you can be option<br \/>trader and then can or spread trader or whatever.<br \/>What do you like the most?<br \/>Well, let me say algo trading combines my passion for coding in the first place.<br \/>Also my analytical problem solving and sitting in front of the computer.<br \/>I spent thousands of hours sitting in front of my computer.<br \/>But the issue, the thing is, the important thing is it allowed me to maintain the freedom<br \/>and flexibility of an entrepreneurial lifestyle.<br \/>And this is crucial to me, you know, because I didn\u2019t fit to be an employee at my early<br \/>stages.<br \/>I was an employee for four or five years, but later on, I knew that I don\u2019t want to<br \/>be an employee for all my life.<br \/>I was, I am an entrepreneur.<br \/>I have different businesses, but now I\u2019m concentrating on algo trading.<br \/>So also it offers significant returns and the potential of returns are very high once<br \/>you are profitable.<br \/>If you are not profitable, it will be a disaster.<br \/>Yeah, it\u2019s true that the algo trading or basically trading, it\u2019s very easy to find out if you<br \/>are, if you are profitable or not, if your business is successful or not, comparing to<br \/>other businesses.<br \/>There is just one simple graph and that\u2019s all.<br \/>Yeah, but I would say that every person is enemy of yourself because of course there<br \/>is advantage of the trader.<br \/>It is on your own, but if you are only, only you in your mind, it can be tricky.<br \/>So you need to be mind sharp and focused on the result and discipline.<br \/>Yes.<br \/>Yeah, it\u2019s true.<br \/>This is true that with every trader we are having interview who is successful or basically<br \/>every trader we know, there is not just gaining the knowledge, but there is also a big personal<br \/>way and personal development behind.<br \/>Exactly.<br \/>I can tell you that in many, many times I had the feeling that to drop off this thing<br \/>after many years of learning and building.<br \/>But every day I wake up in the morning and I am very enthusiastic to come to computer<br \/>and start again and start again.<br \/>So you have to keep in mind that discipline is a key for any success.<br \/>It\u2019s not only in sports or business or anything else and everything.<br \/>Discipline is a key.<br \/>Yeah, but the problem is the time.<br \/>We don\u2019t have the pleasure, you know, now I\u2019m around 50 years old, so you don\u2019t have<br \/>all the time in your life to be successful.<br \/>So that\u2019s why a StrategyQuant made a huge impact on our lives, because now you can have<br \/>millions of strategies in one hour.<br \/>And in the traditional way, we need one week to code one strategy, which is a big difference.<br \/>Yeah, yeah, you are right that they don\u2019t, all of them are basically not the profitable,<br \/>but you can know it very fast.<br \/>Yeah, yeah, we\u2019ll talk about it.<br \/>Yeah, comparing to other ways, when you like spend two weeks, you just see that just this<br \/>way it doesn\u2019t work and work and spending time with coding doesn\u2019t make you money.<br \/>So that\u2019s true.<br \/>Especially now with the AI.<br \/>Yeah, and maybe let\u2019s go back to the more focus on the trading itself, algo trading<br \/>itself.<br \/>And so I would like to ask you if you can tell us more about your workflow, which you<br \/>are using for creating and selecting the best strategies.<br \/>Yeah, can you tell us more about this, let\u2019s say your knowledge or if you can disclose<br \/>some knowledge?<br \/>Yeah, yeah, of course, of course.<br \/>We follow mainly two primary workflows.<br \/>The first one is academic driven, let\u2019s say.<br \/>We review academic papers, we filter logical strategies that we want to focus on, then<br \/>we build and test them in SQX.<br \/>This is the first one.<br \/>The second one is data-driven mining.<br \/>We identify non-obvious patterns using SQX and testing their robustness.<br \/>We don\u2019t look for indicators, we look for the average outcome of the whole portfolio.<br \/>So in both workflows, we use robustness testing that are somehow similar.<br \/>For example, out of sample testing, multi-time frame and multi-market validation, we use<br \/>four Monte Carlo simulations.<br \/>We concentrate on these, the slippage spread, historical and parameters randomization.<br \/>And sometimes we use work-forward optimization.<br \/>In a nutshell, let\u2019s say if we take an example, for example, if we have 20 years of data for<br \/>one instrument, we take the first five years, we do the generation on those five years,<br \/>then we test them on a higher time period, let\u2019s say for 10 years.<br \/>Because out of sample, it seems out of samples was the most validated thing in robustness<br \/>testing.<br \/>But this is not final.<br \/>Then we combine the first five years with the second 10 years and we do the whole test<br \/>slippage spread, etc.<br \/>Following somehow the course that SQX have done in the beginning.<br \/>So when we finish all the testing, then we do work-forward testing and we check if we<br \/>do the optimization for these strategies.<br \/>Are they going to go forward in the new data?<br \/>And we test them with the last out of sample data that we have.<br \/>If the strategies pass, then they go to a demo account.<br \/>And the demo account, we trade them not less than three months to see if they are performing<br \/>somehow, not exactly as they are mentioned or written to be trade.<br \/>So if yes, if the work-forward testing on a demo account is similar somehow to the back<br \/>testing that we have, then it might be a good strategy.<br \/>Then we go to another environment where automation is filtered and not manually interfered.<br \/>Yeah, it was a big package of information.<br \/>I\u2019m glad that everyone can open a StrategyQuant and check this workflow and test it.<br \/>There\u2019s a lot of wisdom inside how to combine because StrategyQuant have a lot of different<br \/>robustness tests.<br \/>But you need to, as you mentioned, you need to find the right path and the process which<br \/>makes sense.<br \/>Yeah, we have shared different workflows on the website, on the SQS website and also<br \/>in the Discord community.<br \/>Yeah, thank you.<br \/>And once you have the validated strategy, maybe can we discuss it from the point of<br \/>view of the portfolio?<br \/>What is the philosophy of creating an optimal portfolio?<br \/>Well, let me tell you something.<br \/>If you ask anyone, they would say an ideal portfolio should be uncorrelated across.<br \/>But this isn\u2019t always sufficient because what we have seen in the market, even diversified<br \/>strategies like mean reversion and the trend following can fail simultaneously.<br \/>And when they fail simultaneously, the whole portfolio will be in a big drawdown.<br \/>So to overcome this, yeah, we do mainly two things.<br \/>We calculate the cumulative drawdowns across strategies and we take a dynamic average<br \/>threshold.<br \/>So it\u2019s not the drawdown that we saw in a portfolio when we back tested.<br \/>OK, and then we define a portfolio wide drawdown threshold.<br \/>So this will stop the trading for a longer time of period.<br \/>So we have the first, let\u2019s say, stop loss for each strategy.<br \/>OK, then a stop loss for a period of time, for a small period of time, for example, let\u2019s<br \/>say a week.<br \/>Maybe there is a new cycle in the market and none of the strategies will work, even they<br \/>are mean reversion or breakout.<br \/>And then there is a protective stop loss on the whole portfolio for the whole month, for<br \/>example, so that we don\u2019t cross a threshold that is specified previously.<br \/>I can say that we have studied the VAR value at risk that Darwinics have explained on<br \/>their website.<br \/>And we did something around this for our own.<br \/>Yeah.<br \/>And it has positive impact.<br \/>Yeah, so what I always say, the second layer of risk of protection is very important.<br \/>I can say the most thing to keep in mind while trading is managing risk.<br \/>Managing risk is more important than predicting the direction of the market.<br \/>Understand.<br \/>Yeah, I understand.<br \/>And it\u2019s important.<br \/>It\u2019s true, because when you have capital, then you cannot trade.<br \/>Yeah, it\u2019s easy.<br \/>Yeah, you want to add some, Tomas?<br \/>Yeah, because we cannot plan the profits or, let\u2019s say, estimate the movement of the<br \/>market.<br \/>But only what we can control is the risk.<br \/>That\u2019s my point.<br \/>100%.<br \/>And can I ask you additional question to portfolio?<br \/>If you are selecting strategies into the portfolio, what kind of correlation analysis do you use<br \/>for picking of strategies into one portfolio?<br \/>We have two steps, if we can say.<br \/>The first step, the correlation that we take is at the earlier stages when we are generating<br \/>strategies.<br \/>So when we are generating strategies, we eliminate any correlation which is more than 0.3 with<br \/>all the strategies.<br \/>It doesn\u2019t matter if these strategies will succeed or not succeed.<br \/>OK, so at the first level, we are eliminating this type of strategies or this, let\u2019s say,<br \/>this value of correlation.<br \/>At the second layer, this is done automatically through our system.<br \/>So we select, for example, if we have 50 strategies of euro that are working on euro dollar, we<br \/>don\u2019t take the 50 strategies, we take just four to five.<br \/>But those four to five are selected periodically by the system that we made and we don\u2019t interfere<br \/>with it.<br \/>So that we don\u2019t have, if you can, let\u2019s say, if you can review the value at risk, how they<br \/>did it at DarwinX, it is somehow similar to what we have done, because sometimes if there<br \/>will be a correlation between euro dollar and pound dollar, OK, and they are not in<br \/>the past, they are correlated.<br \/>So when they are correlated in the market, you will see that strategies will not work,<br \/>although the strategies are totally different than each other that are working on euro dollar<br \/>and the selling dollar.<br \/>So by this, we reduce the size of each trade when we see a correlation in the market<br \/>following a specific factor.<br \/>Yeah.<br \/>OK, thank you.<br \/>And do you use correlation by profit and loss or just based on the loss?<br \/>Can you explain what you mean?<br \/>I mean, in the StrategyQuant, there are more options.<br \/>We can calculate the correlation based on the profit and loss, based on month or week.<br \/>OK, OK.<br \/>No, we take the period, we take it as a month, because we have, you know, we have hundreds<br \/>of strategies that are running.<br \/>So we think that during a month there will be overlapping between different strategies<br \/>and different kinds of instruments.<br \/>So we will not have a huge drawdown, even though if we have a correlation somehow in<br \/>some instruments.<br \/>So we are covering our back, we can say, with the quantity of the strategies that we have.<br \/>Let\u2019s say, for example, now we are running, we are having more than 1,000 strategies in<br \/>incubation phase, let\u2019s say.<br \/>OK.<br \/>And we can point to another questions.<br \/>Are you using four strategies, parameters that are recommended by optimization?<br \/>And I\u2019m pointing to work forward metrics, or you use different way?<br \/>I believe that optimization will lead to overfitting problems, although it can make a huge<br \/>impact on return, and for short period of times.<br \/>But we don\u2019t do optimization.<br \/>We only do stress tests for parameters optimization and Monte Carlo simulation tests at the<br \/>beginning stage.<br \/>Once the strategy is live and running, we don\u2019t care if the strategy is perfect or not.<br \/>Now or later on.<br \/>Once the strategy is not performing, it\u2019s dropped automatically from the system.<br \/>So we don\u2019t stick to one or ten strategies, let\u2019s say.<br \/>OK, so you are leaving the parameters, just StrategyQuants suggested.<br \/>Exactly.<br \/>OK.<br \/>But we don\u2019t delete the strategy, you know, at that stage, we don\u2019t delete it.<br \/>We keep it running on a demo account, because sometimes there are cycles in the market.<br \/>We saw there are cycles in the market, and sometimes the strategies may not work for<br \/>one or two years.<br \/>But later on, it will start working as if it is a new algorithm in the market, and it<br \/>has a good record and performance in the market.<br \/>So then we use it.<br \/>We use it automatically by the system.<br \/>This is the importance of automation that we have made.<br \/>The automation that is done in the system without our interference.<br \/>We just monitor things.<br \/>We just ensure that the system is executing exactly as we want it, you know.<br \/>Yeah, perfect.<br \/>Perfect.<br \/>And you pointed to some system.<br \/>Can I imagine something like it is kind of database of strategies or can you tell us<br \/>more?<br \/>It\u2019s a Python made, in-house made by our team just to do the filtering.<br \/>This is the first stage.<br \/>We saw everything on a dashboard.<br \/>We know how it is going.<br \/>Similar, if you want, to the program that you have in Quant Analyzer.<br \/>OK, similar to what you have, but it is our own.<br \/>And there is another system that is live running on all the servers that are hosting<br \/>strategies.<br \/>And there is a configuration inside that program that filters based on criteria that<br \/>we put.<br \/>OK.<br \/>Thank you.<br \/>We can go to another question.<br \/>And every portfolio sometimes suffers from drawdown.<br \/>What is your approach to overcome it and maintain the confidence in your robots?<br \/>Let\u2019s say when you have losing streak.<br \/>What is your approach?<br \/>You know, this is what I was saying, because we use automated monitoring tools that<br \/>periodically assess performance and apply dynamic filters.<br \/>We don\u2019t care if a strategy will fall or not.<br \/>All strategies goes through drawdowns.<br \/>But abnormal behavior prompt automatic removal from live deployment.<br \/>For example, let\u2019s say a multiplier.<br \/>One of the factors, a multiplier of 1.5 that is mentioned in your courses for the whole<br \/>previous drawdown of each strategy is an indication that the strategy is not working as<br \/>before.<br \/>But as I said, we don\u2019t delete the strategy.<br \/>We keep it running.<br \/>Maybe it will perform later on.<br \/>So we keep it.<br \/>So also we consistently compare historical traits with the forward performance.<br \/>So let\u2019s say our philosophy, prepare for the worst always, always implement multiple<br \/>protective layers and accept losses.<br \/>Yeah, but it was pointed to single strategy.<br \/>But what about the whole portfolio?<br \/>And I\u2019m pointing what helps you to overcome the drawdown psychologically, because, you<br \/>know, you can have started some doubts about if it\u2019s working or if it stopped working.<br \/>Yes, yes, yes.<br \/>During those seven years that I was trading live on my own account, on my own money, I<br \/>passed through all of this.<br \/>And I always, when I see a drawdown, I go back to see the traits.<br \/>If they are exactly as executed on StrategyQuant, means the strategy is executing traits<br \/>as it should.<br \/>And the drawdown, you have to accept the drawdown.<br \/>So this is why it was normal to me.<br \/>And the layer, the protective layer that we made on, as I said before, on a strategy level,<br \/>on a portfolio level and the whole account for a periodic period, let\u2019s say for one week,<br \/>for one day and for one month.<br \/>For example, if we cross seven percent drawdown in the whole portfolio on one index, we will<br \/>stop trading for the whole month.<br \/>For example.<br \/>Yeah, that\u2019s interesting.<br \/>OK, we can go to another question.<br \/>And is there any source of knowledge which you would like to recommend to the other traders?<br \/>Nowadays, the online content is enormous and you can find trusted reviews on them,<br \/>which is different than what we had 20 years ago.<br \/>But I will mention new trading systems and methods by Perry Kaufman.<br \/>Also, evidence based technical analysis by David Aronson.<br \/>They have a valuable insights.<br \/>And if you need something out of the whole concept that we are talking about, you can<br \/>search for Michael S. Jenkins.<br \/>He talks about cycles in the market based on math, astrology and the most important<br \/>thing, William Ganz methods.<br \/>If you could combine what he is talking about and make something inside the StrategyQuant,<br \/>I think you will find the Holy Grail.<br \/>Also, Ali Qaisi, he has a YouTube channel.<br \/>His videos are highly recommended, especially when using SQX.<br \/>Also, the free courses on SQX website, as I said before, they really guide me through<br \/>the platform.<br \/>Let me say it took me more than one year to understand how the platform works back in<br \/>2017, I guess, if I\u2019m not mistaken, or 18.<br \/>Okay, so I had to watch the course that you have on your website for maybe three or four<br \/>times.<br \/>Then I can say I had the knowledge how to work with the platform.<br \/>Because it is simple, yes, but it has hidden gems, you know.<br \/>It is sophisticated somehow.<br \/>Also, I would like to mention the Arabic course for Arabic users that we made in collaboration<br \/>with SQX, the Arabic course that I made.<br \/>And the valuable insights that you can find in SQX Discord community.<br \/>They are very supportive.<br \/>You will find traders there.<br \/>You will not find them in any Discord community.<br \/>Yeah, thank you.<br \/>Thank you for recommending.<br \/>I agree.<br \/>Ali Casey is a really good source of knowledge.<br \/>He has a really good YouTube videos explaining in depth.<br \/>So, do you have any tips about what to avoid or what to avoid?<br \/>Or what users should be aware of in algo trading?<br \/>Yes, mainly in algo trading.<br \/>Once you heard algo trading, you say overfitting.<br \/>This is the most critical pitfall in algorithmic development.<br \/>I remember when we first saw a long time ago, an expert advisor with remarkable historical<br \/>equity curve.<br \/>I said, that\u2019s it.<br \/>This is the holy grail.<br \/>But this is all unreal.<br \/>Stress testing is a must for any algorithmic development stages.<br \/>The second big thing I can say is to always have different layers of protection.<br \/>As I was describing previously, a stop loss per strategy, a stop loss per portfolio.<br \/>Also, keep cyclic monitoring and testing for the strategies that you have.<br \/>You need to do weekly monitoring and monthly monitoring.<br \/>It depends on how you are working with your strategies.<br \/>What I\u2019m saying is all from my own perspective.<br \/>Maybe other traders are doing something else.<br \/>But monitoring and testing what the strategies are doing.<br \/>This is essential so that you know what\u2019s going on.<br \/>Also, I could say that they need to prepare the tools and the systems around them to set<br \/>up the environment before they start trading with bigger funds.<br \/>It\u2019s not always easy.<br \/>Sometimes you can see yourself that now I\u2019m profitable for one month or two months, let\u2019s<br \/>say, but directly you get a drawdown.<br \/>Once you get this, you get panic.<br \/>It\u2019s very important to have something steady for a longer time and you pass it through<br \/>a drawdown with your own money before you start trading for others.<br \/>Once you are there, you will see that family members and your friends, they will come to<br \/>you and they want to invest with you.<br \/>You don\u2019t want to ruin your life doing this and the relation between you and your friends.<br \/>So you need to be sure that you are doing the right things.<br \/>Also, I can say you need to use reliable brokers with a consistent live and demo trading execution.<br \/>What I mean by this?<br \/>For example, start trading with one or two maximum brokers and ensure that to open an<br \/>account, a real account and a demo account with them and compare the same exact strategies<br \/>if they are executing trades on the demo account exactly as on the live account.<br \/>If they are doing this execution correctly, then you can say you can trade with them.<br \/>Because in my previous days when I started doing this, I had five brokers.<br \/>I have hundreds of strategies on each broker.<br \/>I get messed with all the results.<br \/>So I wasted around more than one year just trying to match what\u2019s going on, etc.<br \/>So this is why I\u2019m saying only stick to one reliable broker.<br \/>It will be more than enough.<br \/>And the important thing, save the historical data that you have throughout the strategies.<br \/>Because too many brokers on demo accounts, they will wipe your historical data and you<br \/>don\u2019t have access to them.<br \/>And to us, the system that we created is based on what it can read from the system directly,<br \/>from the MT4 and MT5 historical record.<br \/>So we had also a problem with them.<br \/>DarwinX, let\u2019s say, they don\u2019t delete your track record, even on the demo account.<br \/>So sorry to mention DarwinX always, always, but this is the truth.<br \/>I\u2019m not trying to promote them.<br \/>Yeah, they are really supportive.<br \/>And I also really like their approach because they don\u2019t push the traders on DarwinX<br \/>zero or DarwinX gold to do some unusual returns like the other prop firms.<br \/>But yeah, they are quite good.<br \/>They have different business model than prop firms.<br \/>May I ask you, honey, because for now, from until now, it was about how you trade.<br \/>May I ask you something about the results you are achieving<br \/>and with your group of traders, with your team?<br \/>Well, now we are on the 8th position on DarwinX gold.<br \/>This index is only gold based.<br \/>The real account made more than 280% in less than a year.<br \/>But, you know, because DarwinX has their own VAR system, the value at risk system,<br \/>they reduce the lot size, they reduce the exposure of the account.<br \/>But we are on the 8th position and we have another indexes also on DarwinX that<br \/>they are in the DarwinX silver stage, but hopefully they will be on the gold index also.<br \/>A big congratulation to that, because it\u2019s really not easy to achieve such a good position<br \/>in this global ranking.<br \/>The important is to keep that record, to keep that position.<br \/>This is what we are trying to do, to be always on the first, let\u2019s say top 10 or top 50 in that level.<br \/>That\u2019s really interesting.<br \/>Interesting and congratulations for that.<br \/>I would like to ask you, do you sometimes remove strategy even if<br \/>the strategy performed well in some period?<br \/>Or if it performs well, do you keep it run or do you remove<br \/>also this kind of strategy after some time?<br \/>No, no.<br \/>As I said before, we don\u2019t interfere directly with each strategy.<br \/>We have different criteria for dropping off the strategy.<br \/>For example, let\u2019s say the minimum, the last 20 trades, they should be, for example, with<br \/>a profit factor more than 1.1, for example.<br \/>Also, in addition to this, the last 10 trades, they should have a profit factor more than 1.1%.<br \/>Also, for example, return to drawdown should be no more less than 2 for the whole<br \/>number of trades, the last 10 trades or the last 20 trades.<br \/>So the system, we can select what we want from the system and the system automatically do this.<br \/>If I understand what you are trying to aim to, if a strategy has a streak of winners,<br \/>maybe it will come to later on with a streak of losers.<br \/>We don\u2019t interfere with this.<br \/>We leave the strategy as it is.<br \/>The system will drop it off once it doesn\u2019t meet the criteria that we put.<br \/>So that portfolio that made over 200%, you just set it up and keep it run for the whole year?<br \/>Or there were some changes?<br \/>Yes, there had some changes in the beginning.<br \/>If I\u2019m not mistaken, the third month, we had a drawdown because one of the strategies,<br \/>I don\u2019t know what happened, but one of the strategies didn\u2019t perform as it should.<br \/>We drop it off because that exact portfolio, we were treating it, we were aiming it for<br \/>another thing.<br \/>But when we saw the return of it, we kept it as it is and we removed everything that<br \/>might disrupt the results.<br \/>But yes, the first three months, we had a huge drawdown around and on the real account,<br \/>we have around 35% drawdown.<br \/>But later on, we didn\u2019t touch that percentage.<br \/>I guess the maximum we reached around 15% or 20% maximum on the real account.<br \/>Yeah, that\u2019s a really good result.<br \/>Yeah, sometimes the thing is, you need to be dynamic.<br \/>You need to accept the changes.<br \/>It\u2019s not something that\u2019s strict and this is it.<br \/>This strategy is working and keep it live.<br \/>The methodology you are building your strategies on or how you are treating your strategies<br \/>should not be like the Bible.<br \/>You need to accept the changes.<br \/>Everything is changing around us.<br \/>Technology is going so fast, so we need to adapt any changes to the strategies themselves<br \/>or to how we are developing our strategies.<br \/>Yeah, perfect.<br \/>That\u2019s a really good perspective.<br \/>And approach.<br \/>And maybe we are pointing to the last question.<br \/>Would you like to share some recommendation to the algo developers?<br \/>What focus on, what mindset and etc?<br \/>Yeah, before diving in, I would say for any trader, ask yourself.<br \/>Do you have the time?<br \/>Do you have the mindset?<br \/>Do you have the emotional resilience to handle trading?<br \/>If yes for all of these, then you go to the next step.<br \/>The next step is start with a live account.<br \/>I\u2019m in contrary to anyone would say start with a demo account.<br \/>Don\u2019t start with a demo account.<br \/>Demo account will make you think that you are unbeatable and you can make money.<br \/>No, start with your real account.<br \/>Maybe $100, maybe $1,000, maybe $10,000.<br \/>It doesn\u2019t matter.<br \/>Just invest what you can afford to lose.<br \/>And start trading.<br \/>If you accept the losses that will hit you while trading, then it\u2019s fine to move to the<br \/>other steps.<br \/>But these two things are essential for me.<br \/>Because I have personally passed through them.<br \/>And in my back brain, I know that I will lose money, you know, but I put a limit for the<br \/>loss and I thought in it in a different way.<br \/>What I mean by this, all the investment that I put in trading was only to learn and to<br \/>develop, not only to trade and make money on trading.<br \/>So, once you say yes for the two questions, you want to have it as a career, you should<br \/>focus on four phases.<br \/>The first phase is to learn, learn, learn, learn, then try to build your methodology,<br \/>build your systems, build whatever you want, your strategy.<br \/>If you want to do it manually, I don\u2019t know.<br \/>And then test, test what you have learned, test what you have built.<br \/>If OK, then go live trading on your money.<br \/>And later on, everything is very easy.<br \/>And as a final note, also, I mentioned it before, you need to remain flexible, curious<br \/>and critical, flexible to adapt to any change.<br \/>Curious to search.<br \/>There are too many things around us now online that we can, that we can, that they can support<br \/>us in our thinking methodologies and to be critical, not to take anything for granted<br \/>that this is it and that\u2019s it.<br \/>Mm hmm.<br \/>And maybe what time frame you would recommend to the new traders or new algo traders?<br \/>What time frame should focus on?<br \/>The higher the time frame is better.<br \/>Why?<br \/>Because the smaller time frame, the small, the more will put stress on the trader.<br \/>So the higher the time frame is better.<br \/>And our own strategies also, we don\u2019t have less than one hour time frame.<br \/>Most of the time, most of them are one hour and four hours time frame.<br \/>And some of them daily.<br \/>Some of them daily.<br \/>But we have in parallel, let\u2019s say at this stage, we have in parallel what we are doing<br \/>in manual coding, using AlgoWizard and other platforms also, and our knowledge in programming.<br \/>We are doing systems for our own, not to trade<br \/>funds for others, no, for our own money.<br \/>These systems are very fast, not HFT, but they are fast in executing.<br \/>They execute too many trades.<br \/>But this is something out of what we are saying.<br \/>But if you add at this level, you can do what you want.<br \/>You can test anything.<br \/>Okay, thank you.<br \/>So I guess, Korney, do you have some additional questions?<br \/>I think everything was greatly covered.<br \/>There is a lot of knowledge inside.<br \/>So anyone who is interested, start to listen to it again and again, make notes,<br \/>and get some inspiration for his trading.<br \/>So thank you.<br \/>Thank you again, Hani.<br \/>And thank you for organizing this event.<br \/>And I hope we are not seeing each other the last time.<br \/>And so see you next time.<br \/>Bye.<br \/>Bye-bye.<br \/>See you.I started trading back in 2002, really for me StrategyQuant made a huge impact.<br \/>I can say the most profitable strategies that are performing now were made on StrategyQuant.<br \/>It was not a gambling, it\u2019s not a game.<br \/>The most thing to keep in mind while trading is managing risk.<br \/>So, hello traders, I\u2019m glad to introduce next interview from our StrategyQuant series.<br \/>And today is with a very experienced trader, Hani from Lebanon, who recently achieved like<br \/>their account is now number 8 in DarwinX Gold Zero, which is a list of the very like list<br \/>of traders and ranked on the success and positive and profitable result with their portfolio.<br \/>So I was excited when Hani decided to join us and share his insight, what\u2019s working,<br \/>what works and what is working for him in markets to share it with you.<br \/>So here\u2019s the Hani.<br \/>Hello, Hani.<br \/>Hello.<br \/>Tomas Vanek, my colleague.<br \/>Hello, Tomas.<br \/>Hello, traders.<br \/>Let\u2019s start.<br \/>Let\u2019s start with the first question and simply Hani, please, could you introduce yourself?<br \/>What is your profession?<br \/>How did you start with algo trading?<br \/>Yeah.<br \/>Hello, everyone.<br \/>I would like first to thank you for this interview and the whole team of SQX for this<br \/>remarkable platform.<br \/>My name is Hani Hamdan.<br \/>I\u2019m based in Lebanon, Middle East.<br \/>I\u2019m a serial entrepreneur and business consultant and an algorithmic trader.<br \/>My academic professional background in information technology naturally shaped<br \/>my thinking to be systematic, analytical and automation oriented.<br \/>I started trading back in 2002.<br \/>I took several courses, but at that time, due to financial and time constraints while<br \/>launching my business, I stopped trading.<br \/>Then back in 2015, I had gained some freedom to fully commit to trading.<br \/>So I dedicated more than 15 hours a day and still to trading.<br \/>First, I was focusing on manual trading and preparing an environment to trade in.<br \/>I studied fundamental and technical analysis.<br \/>I didn\u2019t like fundamentals because you need to stay alert and read the news and to be<br \/>always online.<br \/>But I like more technical analysis.<br \/>And I studied also harmonic patterns with Elliott waves and advanced patterns.<br \/>And I had a strategy in place, which I was trading for a year and a half.<br \/>And because the strategy was on a higher time frame, you know, I had the pleasure also of<br \/>time, the luxury of time.<br \/>So I said, why I don\u2019t program the strategy to be an algorithm.<br \/>So I started working and training on MQL4 and MQL5, but also, you know, to create a<br \/>strategy that will take time.<br \/>So I was searching for another time for a platform to generate a strategy for me in<br \/>a much quicker time.<br \/>And I found StrategyQuant with other platforms.<br \/>But really, for me, StrategyQuant made a huge impact.<br \/>And I can say the most profitable strategies that are performing now were made on<br \/>StrategyQuant.<br \/>Now, at this stage, we have our own team.<br \/>We already developed our own automated filtering system and methodologies.<br \/>So, yeah.<br \/>Great.<br \/>Thank you.<br \/>Thank you for the introduction.<br \/>And I\u2019d like to ask you, because there is a long career and every trader is at some<br \/>point, someone is starting, someone is just doing some research, someone is already trading<br \/>for a few years, someone just bought some courses.<br \/>And the path is quite similar, I might say.<br \/>So I would like to ask you how long it took you to be successful and what was the breaking<br \/>point, which is the most interesting, obviously, question everyone is interested in.<br \/>Yeah, let me tell you, from the beginning, my priority was learning and researching and<br \/>not rushing into live trading, because I know it was not a gambling, it\u2019s not a game.<br \/>And I wanted to create a business from that.<br \/>So my goal was to build a track record, a solid track record before seeking any funds<br \/>or going to the next stage.<br \/>So at that time, I accepted breakeven during the early stages, no more than breakeven.<br \/>I don\u2019t want to make money through trading, just want to enhance my trading.<br \/>But I can say after seven years, the success came when we developed a multi-layer automated<br \/>filtering system for our live strategies.<br \/>You can do manual filtering for the strategies that comes out from the process that you are<br \/>doing.<br \/>But why it took me seven years?<br \/>Because the whole time I was thinking of automation.<br \/>So I don\u2019t want to even, I don\u2019t want to filter manually the trades or the strategies that<br \/>are performing good.<br \/>So it took me time with the team to develop this.<br \/>So yeah, seven years, long seven years.<br \/>So long, several years, and then you simply finished all this and you were sure that it<br \/>makes sense.<br \/>And you started to work.<br \/>Yeah.<br \/>And what do you like the most on algo trading?<br \/>Where you thought you were aiming from the beginning to be algo trader, but there is<br \/>a lot of styles how to trade.<br \/>And some of them do not be necessarily like time consuming.<br \/>If you, for example, can trade place one, trade a month or whenever, or you can be option<br \/>trader and then can or spread trader or whatever.<br \/>What do you like the most?<br \/>Well, let me say algo trading combines my passion for coding in the first place.<br \/>Also my analytical problem solving and sitting in front of the computer.<br \/>I spent thousands of hours sitting in front of my computer.<br \/>But the issue, the thing is, the important thing is it allowed me to maintain the freedom<br \/>and flexibility of an entrepreneurial lifestyle.<br \/>And this is crucial to me, you know, because I didn\u2019t fit to be an employee at my early<br \/>stages.<br \/>I was an employee for four or five years, but later on, I knew that I don\u2019t want to<br \/>be an employee for all my life.<br \/>I was, I am an entrepreneur.<br \/>I have different businesses, but now I\u2019m concentrating on algo trading.<br \/>So also it offers significant returns and the potential of returns are very high once<br \/>you are profitable.<br \/>If you are not profitable, it will be a disaster.<br \/>Yeah, it\u2019s true that the algo trading or basically trading, it\u2019s very easy to find out if you<br \/>are, if you are profitable or not, if your business is successful or not, comparing to<br \/>other businesses.<br \/>There is just one simple graph and that\u2019s all.<br \/>Yeah, but I would say that every person is enemy of yourself because of course there<br \/>is advantage of the trader.<br \/>It is on your own, but if you are only, only you in your mind, it can be tricky.<br \/>So you need to be mind sharp and focused on the result and discipline.<br \/>Yes.<br \/>Yeah, it\u2019s true.<br \/>This is true that with every trader we are having interview who is successful or basically<br \/>every trader we know, there is not just gaining the knowledge, but there is also a big personal<br \/>way and personal development behind.<br \/>Exactly.<br \/>I can tell you that in many, many times I had the feeling that to drop off this thing<br \/>after many years of learning and building.<br \/>But every day I wake up in the morning and I am very enthusiastic to come to computer<br \/>and start again and start again.<br \/>So you have to keep in mind that discipline is a key for any success.<br \/>It\u2019s not only in sports or business or anything else and everything.<br \/>Discipline is a key.<br \/>Yeah, but the problem is the time.<br \/>We don\u2019t have the pleasure, you know, now I\u2019m around 50 years old, so you don\u2019t have<br \/>all the time in your life to be successful.<br \/>So that\u2019s why a StrategyQuant made a huge impact on our lives, because now you can have<br \/>millions of strategies in one hour.<br \/>And in the traditional way, we need one week to code one strategy, which is a big difference.<br \/>Yeah, yeah, you are right that they don\u2019t, all of them are basically not the profitable,<br \/>but you can know it very fast.<br \/>Yeah, yeah, we\u2019ll talk about it.<br \/>Yeah, comparing to other ways, when you like spend two weeks, you just see that just this<br \/>way it doesn\u2019t work and work and spending time with coding doesn\u2019t make you money.<br \/>So that\u2019s true.<br \/>Especially now with the AI.<br \/>Yeah, and maybe let\u2019s go back to the more focus on the trading itself, algo trading<br \/>itself.<br \/>And so I would like to ask you if you can tell us more about your workflow, which you<br \/>are using for creating and selecting the best strategies.<br \/>Yeah, can you tell us more about this, let\u2019s say your knowledge or if you can disclose<br \/>some knowledge?<br \/>Yeah, yeah, of course, of course.<br \/>We follow mainly two primary workflows.<br \/>The first one is academic driven, let\u2019s say.<br \/>We review academic papers, we filter logical strategies that we want to focus on, then<br \/>we build and test them in SQX.<br \/>This is the first one.<br \/>The second one is data-driven mining.<br \/>We identify non-obvious patterns using SQX and testing their robustness.<br \/>We don\u2019t look for indicators, we look for the average outcome of the whole portfolio.<br \/>So in both workflows, we use robustness testing that are somehow similar.<br \/>For example, out of sample testing, multi-time frame and multi-market validation, we use<br \/>four Monte Carlo simulations.<br \/>We concentrate on these, the slippage spread, historical and parameters randomization.<br \/>And sometimes we use work-forward optimization.<br \/>In a nutshell, let\u2019s say if we take an example, for example, if we have 20 years of data for<br \/>one instrument, we take the first five years, we do the generation on those five years,<br \/>then we test them on a higher time period, let\u2019s say for 10 years.<br \/>Because out of sample, it seems out of samples was the most validated thing in robustness<br \/>testing.<br \/>But this is not final.<br \/>Then we combine the first five years with the second 10 years and we do the whole test<br \/>slippage spread, etc.<br \/>Following somehow the course that SQX have done in the beginning.<br \/>So when we finish all the testing, then we do work-forward testing and we check if we<br \/>do the optimization for these strategies.<br \/>Are they going to go forward in the new data?<br \/>And we test them with the last out of sample data that we have.<br \/>If the strategies pass, then they go to a demo account.<br \/>And the demo account, we trade them not less than three months to see if they are performing<br \/>somehow, not exactly as they are mentioned or written to be trade.<br \/>So if yes, if the work-forward testing on a demo account is similar somehow to the back<br \/>testing that we have, then it might be a good strategy.<br \/>Then we go to another environment where automation is filtered and not manually interfered.<br \/>Yeah, it was a big package of information.<br \/>I\u2019m glad that everyone can open a StrategyQuant and check this workflow and test it.<br \/>There\u2019s a lot of wisdom inside how to combine because StrategyQuant have a lot of different<br \/>robustness tests.<br \/>But you need to, as you mentioned, you need to find the right path and the process which<br \/>makes sense.<br \/>Yeah, we have shared different workflows on the website, on the SQS website and also<br \/>in the Discord community.<br \/>Yeah, thank you.<br \/>And once you have the validated strategy, maybe can we discuss it from the point of<br \/>view of the portfolio?<br \/>What is the philosophy of creating an optimal portfolio?<br \/>Well, let me tell you something.<br \/>If you ask anyone, they would say an ideal portfolio should be uncorrelated across.<br \/>But this isn\u2019t always sufficient because what we have seen in the market, even diversified<br \/>strategies like mean reversion and the trend following can fail simultaneously.<br \/>And when they fail simultaneously, the whole portfolio will be in a big drawdown.<br \/>So to overcome this, yeah, we do mainly two things.<br \/>We calculate the cumulative drawdowns across strategies and we take a dynamic average<br \/>threshold.<br \/>So it\u2019s not the drawdown that we saw in a portfolio when we back tested.<br \/>OK, and then we define a portfolio wide drawdown threshold.<br \/>So this will stop the trading for a longer time of period.<br \/>So we have the first, let\u2019s say, stop loss for each strategy.<br \/>OK, then a stop loss for a period of time, for a small period of time, for example, let\u2019s<br \/>say a week.<br \/>Maybe there is a new cycle in the market and none of the strategies will work, even they<br \/>are mean reversion or breakout.<br \/>And then there is a protective stop loss on the whole portfolio for the whole month, for<br \/>example, so that we don\u2019t cross a threshold that is specified previously.<br \/>I can say that we have studied the VAR value at risk that Darwinics have explained on<br \/>their website.<br \/>And we did something around this for our own.<br \/>Yeah.<br \/>And it has positive impact.<br \/>Yeah, so what I always say, the second layer of risk of protection is very important.<br \/>I can say the most thing to keep in mind while trading is managing risk.<br \/>Managing risk is more important than predicting the direction of the market.<br \/>Understand.<br \/>Yeah, I understand.<br \/>And it\u2019s important.<br \/>It\u2019s true, because when you have capital, then you cannot trade.<br \/>Yeah, it\u2019s easy.<br \/>Yeah, you want to add some, Tomas?<br \/>Yeah, because we cannot plan the profits or, let\u2019s say, estimate the movement of the<br \/>market.<br \/>But only what we can control is the risk.<br \/>That\u2019s my point.<br \/>100%.<br \/>And can I ask you additional question to portfolio?<br \/>If you are selecting strategies into the portfolio, what kind of correlation analysis do you use<br \/>for picking of strategies into one portfolio?<br \/>We have two steps, if we can say.<br \/>The first step, the correlation that we take is at the earlier stages when we are generating<br \/>strategies.<br \/>So when we are generating strategies, we eliminate any correlation which is more than 0.3 with<br \/>all the strategies.<br \/>It doesn\u2019t matter if these strategies will succeed or not succeed.<br \/>OK, so at the first level, we are eliminating this type of strategies or this, let\u2019s say,<br \/>this value of correlation.<br \/>At the second layer, this is done automatically through our system.<br \/>So we select, for example, if we have 50 strategies of euro that are working on euro dollar, we<br \/>don\u2019t take the 50 strategies, we take just four to five.<br \/>But those four to five are selected periodically by the system that we made and we don\u2019t interfere<br \/>with it.<br \/>So that we don\u2019t have, if you can, let\u2019s say, if you can review the value at risk, how they<br \/>did it at DarwinX, it is somehow similar to what we have done, because sometimes if there<br \/>will be a correlation between euro dollar and pound dollar, OK, and they are not in<br \/>the past, they are correlated.<br \/>So when they are correlated in the market, you will see that strategies will not work,<br \/>although the strategies are totally different than each other that are working on euro dollar<br \/>and the selling dollar.<br \/>So by this, we reduce the size of each trade when we see a correlation in the market<br \/>following a specific factor.<br \/>Yeah.<br \/>OK, thank you.<br \/>And do you use correlation by profit and loss or just based on the loss?<br \/>Can you explain what you mean?<br \/>I mean, in the StrategyQuant, there are more options.<br \/>We can calculate the correlation based on the profit and loss, based on month or week.<br \/>OK, OK.<br \/>No, we take the period, we take it as a month, because we have, you know, we have hundreds<br \/>of strategies that are running.<br \/>So we think that during a month there will be overlapping between different strategies<br \/>and different kinds of instruments.<br \/>So we will not have a huge drawdown, even though if we have a correlation somehow in<br \/>some instruments.<br \/>So we are covering our back, we can say, with the quantity of the strategies that we have.<br \/>Let\u2019s say, for example, now we are running, we are having more than 1,000 strategies in<br \/>incubation phase, let\u2019s say.<br \/>OK.<br \/>And we can point to another questions.<br \/>Are you using four strategies, parameters that are recommended by optimization?<br \/>And I\u2019m pointing to work forward metrics, or you use different way?<br \/>I believe that optimization will lead to overfitting problems, although it can make a huge<br \/>impact on return, and for short period of times.<br \/>But we don\u2019t do optimization.<br \/>We only do stress tests for parameters optimization and Monte Carlo simulation tests at the<br \/>beginning stage.<br \/>Once the strategy is live and running, we don\u2019t care if the strategy is perfect or not.<br \/>Now or later on.<br \/>Once the strategy is not performing, it\u2019s dropped automatically from the system.<br \/>So we don\u2019t stick to one or ten strategies, let\u2019s say.<br \/>OK, so you are leaving the parameters, just StrategyQuants suggested.<br \/>Exactly.<br \/>OK.<br \/>But we don\u2019t delete the strategy, you know, at that stage, we don\u2019t delete it.<br \/>We keep it running on a demo account, because sometimes there are cycles in the market.<br \/>We saw there are cycles in the market, and sometimes the strategies may not work for<br \/>one or two years.<br \/>But later on, it will start working as if it is a new algorithm in the market, and it<br \/>has a good record and performance in the market.<br \/>So then we use it.<br \/>We use it automatically by the system.<br \/>This is the importance of automation that we have made.<br \/>The automation that is done in the system without our interference.<br \/>We just monitor things.<br \/>We just ensure that the system is executing exactly as we want it, you know.<br \/>Yeah, perfect.<br \/>Perfect.<br \/>And you pointed to some system.<br \/>Can I imagine something like it is kind of database of strategies or can you tell us<br \/>more?<br \/>It\u2019s a Python made, in-house made by our team just to do the filtering.<br \/>This is the first stage.<br \/>We saw everything on a dashboard.<br \/>We know how it is going.<br \/>Similar, if you want, to the program that you have in Quant Analyzer.<br \/>OK, similar to what you have, but it is our own.<br \/>And there is another system that is live running on all the servers that are hosting<br \/>strategies.<br \/>And there is a configuration inside that program that filters based on criteria that<br \/>we put.<br \/>OK.<br \/>Thank you.<br \/>We can go to another question.<br \/>And every portfolio sometimes suffers from drawdown.<br \/>What is your approach to overcome it and maintain the confidence in your robots?<br \/>Let\u2019s say when you have losing streak.<br \/>What is your approach?<br \/>You know, this is what I was saying, because we use automated monitoring tools that<br \/>periodically assess performance and apply dynamic filters.<br \/>We don\u2019t care if a strategy will fall or not.<br \/>All strategies goes through drawdowns.<br \/>But abnormal behavior prompt automatic removal from live deployment.<br \/>For example, let\u2019s say a multiplier.<br \/>One of the factors, a multiplier of 1.5 that is mentioned in your courses for the whole<br \/>previous drawdown of each strategy is an indication that the strategy is not working as<br \/>before.<br \/>But as I said, we don\u2019t delete the strategy.<br \/>We keep it running.<br \/>Maybe it will perform later on.<br \/>So we keep it.<br \/>So also we consistently compare historical traits with the forward performance.<br \/>So let\u2019s say our philosophy, prepare for the worst always, always implement multiple<br \/>protective layers and accept losses.<br \/>Yeah, but it was pointed to single strategy.<br \/>But what about the whole portfolio?<br \/>And I\u2019m pointing what helps you to overcome the drawdown psychologically, because, you<br \/>know, you can have started some doubts about if it\u2019s working or if it stopped working.<br \/>Yes, yes, yes.<br \/>During those seven years that I was trading live on my own account, on my own money, I<br \/>passed through all of this.<br \/>And I always, when I see a drawdown, I go back to see the traits.<br \/>If they are exactly as executed on StrategyQuant, means the strategy is executing traits<br \/>as it should.<br \/>And the drawdown, you have to accept the drawdown.<br \/>So this is why it was normal to me.<br \/>And the layer, the protective layer that we made on, as I said before, on a strategy level,<br \/>on a portfolio level and the whole account for a periodic period, let\u2019s say for one week,<br \/>for one day and for one month.<br \/>For example, if we cross seven percent drawdown in the whole portfolio on one index, we will<br \/>stop trading for the whole month.<br \/>For example.<br \/>Yeah, that\u2019s interesting.<br \/>OK, we can go to another question.<br \/>And is there any source of knowledge which you would like to recommend to the other traders?<br \/>Nowadays, the online content is enormous and you can find trusted reviews on them,<br \/>which is different than what we had 20 years ago.<br \/>But I will mention new trading systems and methods by Perry Kaufman.<br \/>Also, evidence based technical analysis by David Aronson.<br \/>They have a valuable insights.<br \/>And if you need something out of the whole concept that we are talking about, you can<br \/>search for Michael S. Jenkins.<br \/>He talks about cycles in the market based on math, astrology and the most important<br \/>thing, William Ganz methods.<br \/>If you could combine what he is talking about and make something inside the StrategyQuant,<br \/>I think you will find the Holy Grail.<br \/>Also, Ali Qaisi, he has a YouTube channel.<br \/>His videos are highly recommended, especially when using SQX.<br \/>Also, the free courses on SQX website, as I said before, they really guide me through<br \/>the platform.<br \/>Let me say it took me more than one year to understand how the platform works back in<br \/>2017, I guess, if I\u2019m not mistaken, or 18.<br \/>Okay, so I had to watch the course that you have on your website for maybe three or four<br \/>times.<br \/>Then I can say I had the knowledge how to work with the platform.<br \/>Because it is simple, yes, but it has hidden gems, you know.<br \/>It is sophisticated somehow.<br \/>Also, I would like to mention the Arabic course for Arabic users that we made in collaboration<br \/>with SQX, the Arabic course that I made.<br \/>And the valuable insights that you can find in SQX Discord community.<br \/>They are very supportive.<br \/>You will find traders there.<br \/>You will not find them in any Discord community.<br \/>Yeah, thank you.<br \/>Thank you for recommending.<br \/>I agree.<br \/>Ali Casey is a really good source of knowledge.<br \/>He has a really good YouTube videos explaining in depth.<br \/>So, do you have any tips about what to avoid or what to avoid?<br \/>Or what users should be aware of in algo trading?<br \/>Yes, mainly in algo trading.<br \/>Once you heard algo trading, you say overfitting.<br \/>This is the most critical pitfall in algorithmic development.<br \/>I remember when we first saw a long time ago, an expert advisor with remarkable historical<br \/>equity curve.<br \/>I said, that\u2019s it.<br \/>This is the holy grail.<br \/>But this is all unreal.<br \/>Stress testing is a must for any algorithmic development stages.<br \/>The second big thing I can say is to always have different layers of protection.<br \/>As I was describing previously, a stop loss per strategy, a stop loss per portfolio.<br \/>Also, keep cyclic monitoring and testing for the strategies that you have.<br \/>You need to do weekly monitoring and monthly monitoring.<br \/>It depends on how you are working with your strategies.<br \/>What I\u2019m saying is all from my own perspective.<br \/>Maybe other traders are doing something else.<br \/>But monitoring and testing what the strategies are doing.<br \/>This is essential so that you know what\u2019s going on.<br \/>Also, I could say that they need to prepare the tools and the systems around them to set<br \/>up the environment before they start trading with bigger funds.<br \/>It\u2019s not always easy.<br \/>Sometimes you can see yourself that now I\u2019m profitable for one month or two months, let\u2019s<br \/>say, but directly you get a drawdown.<br \/>Once you get this, you get panic.<br \/>It\u2019s very important to have something steady for a longer time and you pass it through<br \/>a drawdown with your own money before you start trading for others.<br \/>Once you are there, you will see that family members and your friends, they will come to<br \/>you and they want to invest with you.<br \/>You don\u2019t want to ruin your life doing this and the relation between you and your friends.<br \/>So you need to be sure that you are doing the right things.<br \/>Also, I can say you need to use reliable brokers with a consistent live and demo trading execution.<br \/>What I mean by this?<br \/>For example, start trading with one or two maximum brokers and ensure that to open an<br \/>account, a real account and a demo account with them and compare the same exact strategies<br \/>if they are executing trades on the demo account exactly as on the live account.<br \/>If they are doing this execution correctly, then you can say you can trade with them.<br \/>Because in my previous days when I started doing this, I had five brokers.<br \/>I have hundreds of strategies on each broker.<br \/>I get messed with all the results.<br \/>So I wasted around more than one year just trying to match what\u2019s going on, etc.<br \/>So this is why I\u2019m saying only stick to one reliable broker.<br \/>It will be more than enough.<br \/>And the important thing, save the historical data that you have throughout the strategies.<br \/>Because too many brokers on demo accounts, they will wipe your historical data and you<br \/>don\u2019t have access to them.<br \/>And to us, the system that we created is based on what it can read from the system directly,<br \/>from the MT4 and MT5 historical record.<br \/>So we had also a problem with them.<br \/>DarwinX, let\u2019s say, they don\u2019t delete your track record, even on the demo account.<br \/>So sorry to mention DarwinX always, always, but this is the truth.<br \/>I\u2019m not trying to promote them.<br \/>Yeah, they are really supportive.<br \/>And I also really like their approach because they don\u2019t push the traders on DarwinX<br \/>zero or DarwinX gold to do some unusual returns like the other prop firms.<br \/>But yeah, they are quite good.<br \/>They have different business model than prop firms.<br \/>May I ask you, honey, because for now, from until now, it was about how you trade.<br \/>May I ask you something about the results you are achieving<br \/>and with your group of traders, with your team?<br \/>Well, now we are on the 8th position on DarwinX gold.<br \/>This index is only gold based.<br \/>The real account made more than 280% in less than a year.<br \/>But, you know, because DarwinX has their own VAR system, the value at risk system,<br \/>they reduce the lot size, they reduce the exposure of the account.<br \/>But we are on the 8th position and we have another indexes also on DarwinX that<br \/>they are in the DarwinX silver stage, but hopefully they will be on the gold index also.<br \/>A big congratulation to that, because it\u2019s really not easy to achieve such a good position<br \/>in this global ranking.<br \/>The important is to keep that record, to keep that position.<br \/>This is what we are trying to do, to be always on the first, let\u2019s say top 10 or top 50 in that level.<br \/>That\u2019s really interesting.<br \/>Interesting and congratulations for that.<br \/>I would like to ask you, do you sometimes remove strategy even if<br \/>the strategy performed well in some period?<br \/>Or if it performs well, do you keep it run or do you remove<br \/>also this kind of strategy after some time?<br \/>No, no.<br \/>As I said before, we don\u2019t interfere directly with each strategy.<br \/>We have different criteria for dropping off the strategy.<br \/>For example, let\u2019s say the minimum, the last 20 trades, they should be, for example, with<br \/>a profit factor more than 1.1, for example.<br \/>Also, in addition to this, the last 10 trades, they should have a profit factor more than 1.1%.<br \/>Also, for example, return to drawdown should be no more less than 2 for the whole<br \/>number of trades, the last 10 trades or the last 20 trades.<br \/>So the system, we can select what we want from the system and the system automatically do this.<br \/>If I understand what you are trying to aim to, if a strategy has a streak of winners,<br \/>maybe it will come to later on with a streak of losers.<br \/>We don\u2019t interfere with this.<br \/>We leave the strategy as it is.<br \/>The system will drop it off once it doesn\u2019t meet the criteria that we put.<br \/>So that portfolio that made over 200%, you just set it up and keep it run for the whole year?<br \/>Or there were some changes?<br \/>Yes, there had some changes in the beginning.<br \/>If I\u2019m not mistaken, the third month, we had a drawdown because one of the strategies,<br \/>I don\u2019t know what happened, but one of the strategies didn\u2019t perform as it should.<br \/>We drop it off because that exact portfolio, we were treating it, we were aiming it for<br \/>another thing.<br \/>But when we saw the return of it, we kept it as it is and we removed everything that<br \/>might disrupt the results.<br \/>But yes, the first three months, we had a huge drawdown around and on the real account,<br \/>we have around 35% drawdown.<br \/>But later on, we didn\u2019t touch that percentage.<br \/>I guess the maximum we reached around 15% or 20% maximum on the real account.<br \/>Yeah, that\u2019s a really good result.<br \/>Yeah, sometimes the thing is, you need to be dynamic.<br \/>You need to accept the changes.<br \/>It\u2019s not something that\u2019s strict and this is it.<br \/>This strategy is working and keep it live.<br \/>The methodology you are building your strategies on or how you are treating your strategies<br \/>should not be like the Bible.<br \/>You need to accept the changes.<br \/>Everything is changing around us.<br \/>Technology is going so fast, so we need to adapt any changes to the strategies themselves<br \/>or to how we are developing our strategies.<br \/>Yeah, perfect.<br \/>That\u2019s a really good perspective.<br \/>And approach.<br \/>And maybe we are pointing to the last question.<br \/>Would you like to share some recommendation to the algo developers?<br \/>What focus on, what mindset and etc?<br \/>Yeah, before diving in, I would say for any trader, ask yourself.<br \/>Do you have the time?<br \/>Do you have the mindset?<br \/>Do you have the emotional resilience to handle trading?<br \/>If yes for all of these, then you go to the next step.<br \/>The next step is start with a live account.<br \/>I\u2019m in contrary to anyone would say start with a demo account.<br \/>Don\u2019t start with a demo account.<br \/>Demo account will make you think that you are unbeatable and you can make money.<br \/>No, start with your real account.<br \/>Maybe $100, maybe $1,000, maybe $10,000.<br \/>It doesn\u2019t matter.<br \/>Just invest what you can afford to lose.<br \/>And start trading.<br \/>If you accept the losses that will hit you while trading, then it\u2019s fine to move to the<br \/>other steps.<br \/>But these two things are essential for me.<br \/>Because I have personally passed through them.<br \/>And in my back brain, I know that I will lose money, you know, but I put a limit for the<br \/>loss and I thought in it in a different way.<br \/>What I mean by this, all the investment that I put in trading was only to learn and to<br \/>develop, not only to trade and make money on trading.<br \/>So, once you say yes for the two questions, you want to have it as a career, you should<br \/>focus on four phases.<br \/>The first phase is to learn, learn, learn, learn, then try to build your methodology,<br \/>build your systems, build whatever you want, your strategy.<br \/>If you want to do it manually, I don\u2019t know.<br \/>And then test, test what you have learned, test what you have built.<br \/>If OK, then go live trading on your money.<br \/>And later on, everything is very easy.<br \/>And as a final note, also, I mentioned it before, you need to remain flexible, curious<br \/>and critical, flexible to adapt to any change.<br \/>Curious to search.<br \/>There are too many things around us now online that we can, that we can, that they can support<br \/>us in our thinking methodologies and to be critical, not to take anything for granted<br \/>that this is it and that\u2019s it.<br \/>Mm hmm.<br \/>And maybe what time frame you would recommend to the new traders or new algo traders?<br \/>What time frame should focus on?<br \/>The higher the time frame is better.<br \/>Why?<br \/>Because the smaller time frame, the small, the more will put stress on the trader.<br \/>So the higher the time frame is better.<br \/>And our own strategies also, we don\u2019t have less than one hour time frame.<br \/>Most of the time, most of them are one hour and four hours time frame.<br \/>And some of them daily.<br \/>Some of them daily.<br \/>But we have in parallel, let\u2019s say at this stage, we have in parallel what we are doing<br \/>in manual coding, using AlgoWizard and other platforms also, and our knowledge in programming.<br \/>We are doing systems for our own, not to trade<br \/>funds for others, no, for our own money.<br \/>These systems are very fast, not HFT, but they are fast in executing.<br \/>They execute too many trades.<br \/>But this is something out of what we are saying.<br \/>But if you add at this level, you can do what you want.<br \/>You can test anything.<br \/>Okay, thank you.<br \/>So I guess, Korney, do you have some additional questions?<br \/>I think everything was greatly covered.<br \/>There is a lot of knowledge inside.<br \/>So anyone who is interested, start to listen to it again and again, make notes,<br \/>and get some inspiration for his trading.<br \/>So thank you.<br \/>Thank you again, Hani.<br \/>And thank you for organizing this event.<br \/>And I hope we are not seeing each other the last time.<br \/>And so see you next time.<br \/>Bye.<br \/>Bye-bye.<br \/>See you.<\/p>\n<\/div>\n\n","protected":false},"excerpt":{"rendered":"<p>Hani Hamdan, algorithmic trader and entrepreneur, has achieved what many only aim for: A real-money portfolio with over +300% return in less than 12 months\u2014built on a fully automated strategy framework with risk tightly under control. His performance has placed him #8 on the DarwinIA Gold, a benchmark reserved for the most consistent and profitable [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":290591,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[1],"tags":[33366,121941,9162,10113,4955,4489],"dealstore":[],"offerexpiration":[],"class_list":["post-290590","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-uncategorized","tag-developed","tag-hani","tag-portfolio","tag-research","tag-results","tag-return"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v26.4 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>From Research to Results: How Hani Developed a Portfolio with Over 300% Return - Som2ny Network<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/fivemor.com\/?p=290590\" \/>\n<meta property=\"og:locale\" content=\"en_US\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"From Research to Results: How Hani Developed a Portfolio with Over 300% Return - Som2ny Network\" \/>\n<meta property=\"og:description\" content=\"Hani Hamdan, algorithmic trader and entrepreneur, has achieved what many only aim for: A real-money portfolio with over +300% return in less than 12 months\u2014built on a fully automated strategy framework with risk tightly under control. 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