Hey, friends!

Today I want to share my amusing experience of using ChatGPT to reverse-engineer an exchange trading algorithm. It all started with a simple idea: is it possible to figure out a trading strategy using only trade data, a bit of duct tape, some spit, and AI?

Testing the Idea

I went to the MOEX investor website and found trade data for a particular trader. It turns out all the magic was right in front of me! I copied the data and sent it to ChatGPT, asking it to draw a couple of charts and explain what’s going on.

ChatGPT in Action

Alright, ChatGPT, show me what you’ve got! Within just a couple of minutes, beautiful charts and plenty of analytics appeared on my screen. And then things really heated up. ChatGPT started offering buttons: “I want to analyze this,” “I want to analyze that.” It showed me where to click! It began producing ready-made reports and charts (why would I need analysis code, really – just give me the reports and leave the coding to the coders).

Conclusion

Attention, black box sellers! Get ready – with tools like ChatGPT, it’s easy to reverse-engineer your algorithms and understand how they work.

I already knew the algorithm myself, but I discovered a few new things along the way.