What do you mean by 'printing'??? If you want to know what returns I had, I was uncorrelated: Jan 2020 me +9.7% S&P 0% Feb 2020 0.2%...
SR measured across entire asset class Rob
Shrug my shoulders, noting that if all my trades were delayed for 2 weeks in my backtest it would lead to a loss of 3bp a year in SR, or basically...
You didn't do 50% though did you. You did 13/15 years as optimisation. Then in two years out of sample you got lucky or perhaps there was implicit...
No... you're wrong. And you're right - not in a million years should you be allowed near an algo. Curve fitting makes performance better in the...
Yes I use previous market data. But there are ways to avoid producing a long bias in your strategies as a result. The fact my Beta is zero...
No, that isn't what you do. That's called overfitting. Proper algo traders don't do that. GAT
"I am a brilliant trader who can beat any algo" Also "I am paying $7 to trade mini NQ" Hmm.... GAT
That might be relevant if I traded a long only strategy with S&P 500 stocks Whilst in fact my correlation and beta to that are zero. GAT
I use IB, I think most people on ET do but there are others. On say mini NQ they charge $0.25 per contract. GAT
https://www.elitetrader.com/et/threads/fully-automated-futures-trading.289589/...
About 50 trading rule variations on around 200 futures GAT
No it will most likely reduce positions GAT
No, you have misunderstood what type of algo trading I am doing. My average holding period is a few weeks. I probably trade fewer times than you....
Just competing against someone better doesn't automatically make you better. It might plausibly help in something like chess, but not in trading....
No. This can happen anywhere where there is luck as well as skill. Over a single month, outcomes are almost entirely driven by luck. What is the...
I've 100% no idea what you are talking about there. But let me try. Of course it's a numbers game; you can't trade systematically unless you...
Trading is weird. Is there any other field of human endeavour where uneducated amateurs consider themselves superior to professionals? Except...
Sure My full list of positions is published daily here: https://github.com/robcarver17/reports/blob/master/Risk_report My full list of...
I don't normally lower myself to this sort of debate, but I'm feeling combatitive so what the hell. Yes, I made more than you did this month. Not...
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