Oh yes I completely agree. I considered but did not go ahead with shifting to event driven. As yet another alternative I quite like the idea of...
No, but I have considered changing my setup to a message based system (currently objects interact via databases), and when I evaluated the various...
+1 for 0mq
... and exactly 7 posts for a generic IT query to turn into a language war.
I've used Linux mint for a fully automated IB gateway setup for over 5 years now, with no issues.
No. My volatility target is set as follows:
25% * NOTIONAL CAPITAL
NOTIONAL CAPITAL = MIN(£400K, £400K + current drawdown)
It's my trading account, so that's effectively futures trading plus some fully delta hedged stock exposure (but not a perfect hedge). It's a...
Crikey this thread is quiet :-) Sorry guys, have been finishing off my third book (the prototype web site is here:...
AFAIK he hasn't broken the rules. The rules are wrong.
He has frozen redemptions because he has hard to sell illiquid unlisted assets in a fund with daily redemptions. Which is just silly.
I meant chance in a statistical sense.
What I meant was, are the returns of the worst and best currency statistically different? If not then you...
How do you know the 'works / doesn't work' is pure chance?
What is the annualised sharpe ratio of the best and worst currency, and how many...
A variation of another story:
"Person with no understanding of statistical significance claims four months of performance is meaningful"
This is a variation of the standard news story:
"Strategy designed to be uncorrelated with market does badly when market does well"
Separate names with a comma.