I must be missing something, too. The S&P 500 is up 20 points to 2445, and yet the OP appears to be celebrating his "sell 2430" call.
I thought the intention was to discuss how to hedge futures with options with no losing trades, whatsoever. I am still anxiously waiting for the...
Your 100-lot ES order will not move the market, not even by a tick. The order book for the ES is very thick.
Paul Samuelson actually advocated against using the Kelly Criterion. That's what made the use of the Kelly Criterion controversial in the academic...
:)
Not enough information to make a decision. You provided the cumulative returns, but no risk (such as the distribution of drawdowns, or at least...
Yes. No, it works the other way around. Your system edge (as determined by the distribution of trade returns) is the input into the Kelly...
@DougStewart Are you using limit or market orders for your paper trading? At $7.95 average profit per trade, your system is super-sensitive to...
You will not get a "decent" yield for just "parking" your cash. Perhaps consider one year U.S. Treasury notes or a money market fund. You'll get...
The depth of the pockets is not part of the Kelly equation. If you bet twice Kelly (even with a profitable system), you are mathematically...
The Kelly criterion lets you determine the optimal amount of leverage which maximizes the long term growth of account. There is a lot more to it,...
That's a problem. To me, "subjective" means "untestable" and "unproven". Can you give an example of your typical entry/exit? What's the decision...
My advice to you is to automate your system. That would give you an ability to test it over much longer (historical) time periods. This would also...
Is this manual or automated trading? You have a system with a positive expectancy, which is good. You also have a sufficiently high number of...
I can think of many different ways: 1. Be flat by the end of the day 2. Have a stop loss order in place (with a broker that supports it) 3....
1. You have to specify time zone. "4am" doesn't mean anything, as there are people here from all 24 time zones, trading U.S., European, and Asian...
For what it's worth, urban dictionary helpfully offers the following definitions: HH: A term girls use to describe the hoe's that follow around...
In that graph, imagine that the red and blue lines are short-term exponential moving averages of the stock price, indicating an uptrend, and the...
I was researching various way to compute weighted averages, and came across something seemingly unrelated, called the Simpson's paradox:...
The OP did not say that he used AWS.
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