Trade small for short volatility strategies. Assume the worst.
It may be tough to put a zipline framework into production without a platform such as Quantconnect. It may be also tricky to store backtested...
Yea some errors might creep up. Hence periodic diagnostics reports (through email or telegram or slack) are quintessential. Probably have to...
Built something last year. May be useful for starters. Not meant for workflow and systems that requires streaming data....
In this case, your best bet is to first look at empirical data of that particular index/ equity to estimate the probability of success/ failure....
Selling options generally have positive expected value.
Python
There are ways to obtain high Sharpe (talking about 10-100) market neutral returns not possible in traditional markets. One key risk is platform...
Hi all! My poor attempt in replicating some of Rob's work during my 6 mth sabbatical. - Write-up - Git repo - Jupyter notebook Unfortunately, I...
Brokerages will usually add further costs on the rates. So futures still make more sense. https://www.interactivebrokers.com/en/index.php?f=46376
CME? For me I hedge my home currency, USD/SGD risk in SGX.
Just thinking from perspective of shorting a currency and you incur a negative balance in interactive brokers. Then you would have to pay...
Use futures, you will save on the costs.
Strangle?
Systematic trading or Leveraged Trading by Robert Carver.
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