globalarbtrader's Recent Activity

  1. globalarbtrader replied to the thread Are cryptocurrencies SERIOUSLY undervalued? ENTER ALL CRYPTO MARKETS.

    "Are cryptocurrencies SERIOUSLY undervalued?" NO GAT

    Dec 13, 2019 at 8:15 AM
  2. globalarbtrader replied to the thread CFA/Coding/Chinese/DataScience?.

    Coding. And you can't be a 'data scientist' (whatever the hell that is) without being able to do a reasonable standard of coding anyway....

    Dec 13, 2019 at 1:36 AM
  3. globalarbtrader replied to the thread Fully automated futures trading.

    Basically mean reversion, initially on individual futures and then at some point on spreads / flys. Holding period will be a few days....

    Dec 12, 2019 at 5:22 AM
  4. globalarbtrader replied to the thread Fully automated futures trading.

    I'd originally planned to use the same methodology, but now I want to implement an intraday system. Will also give more accurate...

    Dec 12, 2019 at 4:21 AM
  5. globalarbtrader replied to the thread Fully automated futures trading.

    I love that blog, have probably read every post on it at least twice. GAT

    Dec 12, 2019 at 3:54 AM
  6. globalarbtrader replied to the thread Fully automated futures trading.

    Yes exactly that. At the same time checking for spikes, gaps, bad data etc which I didn't do religously enough first time round....

    Dec 12, 2019 at 3:53 AM
  7. globalarbtrader replied to the thread Fully automated futures trading.

    Hi all. Here's a quick update. Still losing money although the flow seems to have stemmed somewhat. Current drawdown is 12%, bringing...

    Dec 11, 2019 at 8:15 AM
  8. globalarbtrader replied to the thread Stocks with Highest Implied Volatilities Outperform S&P 500.

    Higher information ratio in theory means there are excess returns even after accounting for market covariance. It's surprising because...

    Dec 11, 2019 at 8:01 AM
  9. globalarbtrader replied to the thread Felix Frey?.

    If his linkedin profile is correct he has some decent experience. However he spent ~12 years in investment banking, 3 years as a VP,...

    Dec 10, 2019 at 4:22 AM
  10. globalarbtrader replied to the thread Heiken ashi system.

    Heiken Ashi is okay, but I prefer to use Tawagoto torihiki shisutemu. This uses a special kind of candle that is guaranteed to work,...

    Dec 9, 2019 at 3:34 AM