globalarbtrader replied to the thread Algo & Quant traders.
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...
Apr 26, 2024 at 7:43 AMglobalarbtrader's Recent Activity
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globalarbtrader replied to the thread Fully automated futures trading.
SR measured across entire asset class Rob
Apr 26, 2024 at 7:37 AM -
globalarbtrader replied to the thread Fully automated futures trading.
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...
Apr 26, 2024 at 2:02 AM -
globalarbtrader replied to the thread Algo & Quant traders.
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...
Apr 25, 2024 at 3:21 PM -
globalarbtrader liked Frederick Foresight's post in the thread Algo & Quant traders.
Just to put a finer point on it and for the sake of clarity, I don't think there is anything wrong with curve fitting per se. In fact,...
Apr 25, 2024 at 2:04 PM -
globalarbtrader replied to the thread Algo & Quant traders.
No... you're wrong. And you're right - not in a million years should you be allowed near an algo. Curve fitting makes performance...
Apr 25, 2024 at 12:50 PM -
globalarbtrader replied to the thread Algo & Quant traders.
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...
Apr 25, 2024 at 8:44 AM -
globalarbtrader liked MrMuppet's post in the thread Algo & Quant traders.
Thread of the year. A guy gambling in the Emini casino with 2 grand to his name, a chart cultist who finds cutting losses an interesting...
Apr 25, 2024 at 8:43 AM -
globalarbtrader replied to the thread Algo & Quant traders.
No, that isn't what you do. That's called overfitting. Proper algo traders don't do that. GAT
Apr 25, 2024 at 6:23 AM -
globalarbtrader replied to the thread Algo & Quant traders.
"I am a brilliant trader who can beat any algo" Also "I am paying $7 to trade mini NQ" Hmm.... GAT
Apr 25, 2024 at 6:22 AM -
globalarbtrader attached a file to the thread Algo & Quant traders.
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
Apr 25, 2024 at 5:56 AM
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globalarbtrader liked Darc's post in the thread Algo & Quant traders.
You know Rob, you and SML have something in common - you both write Systems. Maybe thats where the similarity ends. SML's Systems didn't...
Apr 25, 2024 at 2:42 AM -
globalarbtrader liked taowave's post in the thread Algo & Quant traders.
It is with zero sorrow and massive relief that I have placed Simple and Wxy on ignore till they demonstrate they aren't the most...
Apr 25, 2024 at 2:40 AM -
globalarbtrader replied to the thread Algo & Quant traders.
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
Apr 25, 2024 at 1:58 AM
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