Unheard of? I dont know about that. Rare sure, but I think it is something to strive for. I see some trading jobs on Linkedin that basically...
Good points regarding Sharpe. Like you said it is the industry standard (despite its flaws) so like it or not people will ask about it
I am wondering what some of you guys view as a good track record? Not like Jim Simons good or anything like that, but a track record you would be...
Quantopian and python
Yes I must say that has been valuable
Still on the leaderboard and still havent heard from them.
It's a good question and a good exercise. I'll go: I have several strategies running, so in no particular order: Volatility premium - the fact...
Python / zipline and quantopian are the best backtesters out these days (IMO obviously). Unless you are doing HFT, where milliseconds matter (and...
Larry Connors. He has written a couple books and I know he is a successful trader
I am located in Hoboken, what kind of trader are you?
You have 25-30% annual returns and a vol of 4%? aka a Sharpe around 7? Are you Jim Simons? Give me a break
First of all, thank you for all your feedback here and always. It is very helpful. I share your concerns about ETNs. What happened to XIV was...
VXXB is transparent about how the ETN is priced, just first 2 futures contracts with a 30 day weighted maturity. Say I wanted to be short VXXB,...
Trick question. Function of what type of returns you are going for. ~10% per year return then maybe 15-20 percent drawdown but obviously higher...
Ill push back a little there. I dont want 50% drawdowns either and likely if you are running other peoples money and dont have a pretty legendary...
Curious, why do you say its a "shit language"? I have found learning Python very useful, it certainly made me a better trader in the sense that I...
Matlab isnt terrible, but my advice - go with Python. It seems to be eating finance (with the exception of the HFT space where speed is a huge...
In theory maybe, but I think you are vastly underestimating the kind of capital that would take. Obviously depends on the market, but you would...
Looks fancy. Any color on this firm?
Hey bob thanks for this insightful post. Your example does make a lot more sense. This is only available via a partnership/backer? (As opposed...
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