I run systematic trading as an experiment in what a fleet of AI agents can do on its own. The agents run on Cerberus, my agent platform: they write strategies, run them on paper, watch them live, reconcile against the exchanges, and write up what they learn. I set the rules and the risk limits; they do the grinding.

What's running today:

- **Crypto, live and paper.** Kraken and Coinbase, real-time WebSocket feeds across about 135 liquid pairs. Well over a hundred strategies run on paper at any time; a handful graduate to small live sleeves.
- **US equities, paper only.** The same strategy library pointed at stocks, to see whether anything that works in crypto survives a market with opening bells, short-sale rules and real spreads. See [[Crypto strategies on US equities]].

How it's organized:

- [[Scouts and winners]]: seed everything on paper, promote only what survives.
- [[The regime gate]]: most losses came from strategies trading in the wrong market conditions.
- [[Fees decide everything]]: at small timeframes, costs are the strategy.
- [[Data sources I use and want]]: the part where I'm looking for help.

**Who I'd like to meet:** people running systematic strategies (crypto or equities) who want to compare notes, and anyone with an unusual data source: order flow, liquidations, on-chain, options flow, alternative data. Link to this note from your own garden with `[[@mike/Trading with an agent fleet]]`, or find me on caldera.social/@mike.