Do you remember or have the stats for the other adaptive execution options compared to the Normal setting? Was it a significant difference...
It's worth looking into the concept of Interest Rate Parity. In theory, there should not be an advantage to holding high-yielding currencies over...
Been going through your new book Rob - a lot of good stuff. Your safer fast mean reversion system looks very smooth indeed. I see in the book...
Can you still ssh into the machine (via command line) to set the password to whatever you need for the remote desktop? Machine reboots shouldn't...
What was his strategy that used to work but not anymore?
Did you have an automated way to run Norgate within the Linux env? From what it looks like on the website, it is Windows only.
And so would your bank account. Encryption is the backing of the modern financial system.
You only made 3 billion dollars on this trade? I just closed out a trade on +$50 trillion dollar profit.
Have you compared how much your system's backtested SR increases from using only outrights to including spreads?
Hi GAT, Not sure if you have addressed this before, but what proportion of your total portfolio is allocated to your automated strategy? In terms...
You do realize this is an algo trading thread. Backtesting is what we do :)
@ValeryN Have you ever tried to apply your techniques to EU or Asian stock markets?
Any comment on this?
It's true there could be some regulatory risk. However, these firms are diversified global businesses across regions and asset classes. It is...
Rob, I would like your opinion on the value of adding stocks such as VIRT (Virtu Financial) and FLOW.AS (Flow Traders) as a portfolio hedge....
Congrats on your success so far. What most do not realize is that successful algotrading is not too exciting. No news is good news. If you don't...
For a buy and hold position, taxes are far worse if you are using options and rolling every few months.
Different microstructure across markets. Tick size most importantly. Logically, futures with big tick sizes would gain the most from passive...
Would be interesting to see the breakdown by future (provided you have enough data). My bet is there would be some with a graph like a straight...
Buy real assets like real estate or gold. They would retain their value when currencies collapse (as opposed to buying foreign currency which...
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