Don’t want to add to the confusion but the important thing to note is that volatility, and hence skew, is a model output. It just helps people...
Can you backtest your strategy? I’d look at the max drawdown over past eg 15 years, double it, add that to the margin you typically run, and make...
Yes spread betting is tax free of course. What I meant was that if you decide to go the tax paying route and use a “normal” broker, then it’s...
Spread betting works great if you’re a swing trader. Otherwise if you’re really short term the bid/offer kills you, and if you’re a long term...
Thanks for all the answers. Meanwhile I got hold of the latest HSBC HF report. A lot of the data is reported late so away from systematic funds...
This is shaping to be one of the worst years ever for the investment community. I read a stat that 80% of dollar assets are down ytd which is the...
Not to be pedantic but I've had issues with quandl's stitching - I prefer to download the raw data and do it myself. If you're running long dated...
You'd need at least a year of track record before anyone looks at it in my opinion. In terms of auditing, many accounting companies (including big...
Explore the Python pandas package and take it from there. Very good tutorials out there.
Open account at reputable broker (IB or similar), track your results, after a year pay to get them audited, raise small money and manage it for...
I don’t understand why this is even a discussion. Google for algorithmic trading examples, blogs, etc. It’s all Python. Yes it’s slow but you...
Hello everyone, how would you go about benchmarking an automated scalping strategy? Let's assume for simplicity you trade one contract of e-mini...
You need to look at how much risk you are taking, on many different variables. Not just the volatility of your P&L but also how much of your net...
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