Use futures, you will save on the costs.
Systematic trading or Leveraged Trading by Robert Carver.
Hedge against USD risk. I have rolling futures position to hedge against all my USD assets in my home currency.
I think their beta portfolio is up 10+%. So not all is lost.
I'm more concerned about my marked to market pnl rather than whether it's close or open positions. If you use a continuous system, you have to...
He may not trade in a discrete manner (me too). I'm unsure. You can probably understand his trade distribution from his stats like sharpe ratio,...
You have very impressive results. Hope to learn more from you if you are willing to disclose the nature of your strategies.
Dunn capital uses VAR risk metrics to scale in and out of position. If you think of it, the expectation of whether a commodity or indices will go...
AQR wrote a paper on it
Systemize your trading
Use Kolmogorov–Smirnov test
@globalarbtrader yes I saw that on Fundseeder too and joked to my friend that he could be from Ren Tech haha
Argh. I never figured out IB controller. But logging in just once a week to restart my IB gateway seem to deter me from figuring IBC out.
Wow this is such an efficient use of capital.
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