Recent Content by Raphael

  1. Adventures in Algorithms

    I'll be living off dividends so the mindset is different. Once I buy the market price doesn't really matter to me anymore.
    Post by: Raphael, Jun 4, 2016 in forum: Journals

  2. Adventures in Algorithms

    It's been a fun ride but I'm shutting this down. Everything is moving into index funds as I settle down for retirement. Best of luck all.
    Post by: Raphael, Jun 3, 2016 in forum: Journals

  3. Adventures in Algorithms

    New high water mark at $90140. This is based on $80k in deposits, so a profit of $10140. Current positions GE MAR18 3 M6A JUN16 8 N225M...
    Post by: Raphael, Apr 5, 2016 in forum: Journals

  4. Adventures in Algorithms

    Great article. Thank you! One thing worth noting is that KR3 and V2X are not available to US residents sadly....
    Post by: Raphael, Mar 11, 2016 in forum: Journals

  5. Fully automated futures trading

    It seems to me that max DD is a weird metric because it doesn't account for time. For longer time periods max DD is going to be larger simply...
    Post by: Raphael, Feb 21, 2016 in forum: Journals

  6. Fully automated futures trading

    Thanks! Also what is KR3 / KR10?
    Post by: Raphael, Feb 11, 2016 in forum: Journals

  7. Fully automated futures trading

    Rob could you please let me know the current forecast you have for carry on euro stoxx? I'm trying to understand why you have such a short...
    Post by: Raphael, Feb 11, 2016 in forum: Journals

  8. How exactly does negative interest on government bonds work?

    Do you think gold would also be banned under NIRP? How about foreign bonds for countries without NIRP? Maybe they'd be classified as NIRP 'havens'...
    Post by: Raphael, Feb 10, 2016 in forum: Economics

  9. Adventures in Algorithms

    Another great day. $66.23k.
    Post by: Raphael, Feb 10, 2016 in forum: Journals

  10. Adventures in Algorithms

    New high water mark. $65.27k, which consists of $60k deposits and $5.27k profit. Current positions: GE DEC17 5 ZC MAR16 -6 ZT MAR16 2
    Post by: Raphael, Feb 10, 2016 in forum: Journals

  11. Adventures in Algorithms

    What a great day. Up to $44.77k.
    Post by: Raphael, Feb 8, 2016 in forum: Journals

  12. Adventures in Algorithms

    Account is up to $43.75k, so $3.75k profit. Current positions: GE DEC17 4 ZC MAR16 -4 ZT MAR16 2 Waiting on additional funds to clear. The...
    Post by: Raphael, Feb 8, 2016 in forum: Journals

  13. What is the best way to hedge a long SPY position against a future market crash?

    Just to be clear put-call parity does not imply that options are not mispriced. There could be a gap between realized and implied volatility even...
    Post by: Raphael, Feb 4, 2016 in forum: Trading

  14. What is the best way to hedge a long SPY position against a future market crash?

    You're mistaking me with Amalgam.
    Post by: Raphael, Feb 4, 2016 in forum: Trading

  15. Offering auto-trading long-only options system "sys13"

    You forward tested this for 100 years? You must be pretty old! Are you sure you don't mean back testing? This trading system sounds like...
    Post by: Raphael, Feb 4, 2016 in forum: Trading