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- AlgerianGuy replied Oct 27, 2021
While an actual number for volatility might be subjective (unless you’re specifically talking about “historical volatility”, which has a strict definition), Hardandsmart is right: measurements you take now will (statistically speaking) be lower than ...
- AlgerianGuy replied Oct 24, 2021
No, it doesn’t. It really, really, really mathematically doesn’t. If your strategy depends on the “Martingale” element, you are really no better off (and not worse either) than a coin toss. All it does is shift your wins:losses and ...
- AlgerianGuy replied Oct 22, 2021
Thanks for the info, Kenny. I suspected this might be the case. Do you have any idea if brokers changing the rates minutes before rollover is the exception or the norm?
- AlgerianGuy replied Oct 21, 2021
132,000,000%... with 5 bucks, you could pay the entire US debt in just over 2 years, and buy the entire planet a few days afterwards. Something tells me you’re not going to manage that (but I could be wrong, emperor). Work on your risk management.
- AlgerianGuy replied Oct 19, 2021
Step 1: Determine execution costs. Easily measurable ones are commissions, bid/ask spread and the long/short spread on the “swaps” rate. Slippage is difficult to measure, but it’s there... Step 2: Find an edge that exceeds the costs in step 1 and ...
- AlgerianGuy replied Oct 16, 2021
It’s not about technology — it’s about relationships. You need a prime broker/clearer to handle your settlement and you need to convince liquidity providers to do business with you so you can route your customers’ trades to them. It takes big bucks ...
- AlgerianGuy replied Oct 14, 2021
Looking at the profile of the returns, I think that there is a real risk of this account blowing up. Adding to losers is fine if you know what you’re doing (e.g. aggregating multiple, somewhat-correlated strategies that are giving you signals at ...
- AlgerianGuy replied Oct 14, 2021
You sure about this? QE says otherwise...
- AlgerianGuy replied Oct 13, 2021
Joining to add my tombstone
- AlgerianGuy replied Oct 13, 2021
Nope. That’s just the nature of the game, which is still being played by the same participants. All strategies can be grouped in these categories: mean reversion, momentum and arbitrage. All of those still “work”. One year is a tiny slice of time...
- AlgerianGuy replied Oct 13, 2021
I don’t use a stop-loss because: 1. My position is never a factor in my prediction of market direction 2. Brokers will use this information against me, or sell this data to their liquidity providers who will use this information against me. No one ...
- AlgerianGuy replied Oct 13, 2021
Equity if you never want to reach a balance of 0.
- AlgerianGuy replied Oct 13, 2021
One for which the following formula is true: avgWinAmount * winRate - avgLossAmount * (1 - winRate) > commissionPaid + capitalInvested * riskFreeRate * time + minimumWage * timeSpentTrading
- AlgerianGuy replied Oct 12, 2021
“Hedging” in this context is simply playing trading costs twice.
- AlgerianGuy replied Oct 11, 2021
To trade the news, you need some idea as to what is currently “priced in”. The market reaction will be a repricing that reflects the difference between what the actual news is and whatever the market expected it to be prior to its release. This is ...
- Posts by Member Search: 'AlgerianGuy'