I am trying to reconstruct the story from this seemingly random collection of words. So far I got this: A defense contractor known as "3x...
Nothing to report for the last 3 weeks: my system didn't make any trades. However, it managed to make it to the #1 spot on the FundSeeder...
In this era of ultra-low interest rates, the "risk-free" rate Rf is so low (virtually zero) that you can drop it from the equation. There is...
The Sharpe ratio penalizes the "fat tails", i.e. abnormally high and abnormally low returns. Under certain conditions, it may lead to what's known...
Well, it's your money, but I don't think it's ready. Your stats show the Sharpe ratio of 0.22, which is way too low. They also indicate that the...
Your best strategy (the ES) produces a profit of $11 per trade. Assuming the ES is the futures contract, this amounts to a profit of less than 1...
The right way to think about it is to understand how the reward/risk ratio is expressed. If it is expressed in units per time, then the multiplier...
The significance of your back test is proportional to the square root of time covered by that back test. The overall shape of the performance...
I looks like your backtest is from 2007 to 2010. That's way out of date. See if you can get more recent data. Yes, but it's highly unlikely that...
Wild day (Flynn, tax reform, and who knows what else). I ended up with the $3K gain for the day, which is very good relative to my account size....
My IB security card does not have and does not need a battery. Here is how it looks like: https://www.interactivebrokers.com/en/index.php?f=883
2614 now. It's time for a new thread.
I am in the "5% profitable" bucket, so I am better off than the proverbial 95% of the traders, but I am far from being wealthy. After...
There are many options available, and many decisions to make. I would say the first decision (and the one that will affect the subsequent ones) is...
Thanks, ST. Yes, I am still using JBookTrader as my base code, and still using book imbalances for live trading.
My optimization software is written in Java. It took me a number of years to refactor it in various ways to squeeze all that processing speed....
$60K purchase price, nice. I looked up their manual to see the speed, here is what it says: "TSL makes use of a high speed Genetic Programming...
I'd be interested to know what's considered "fast" these days. I use my own optimization software, capable of processing about 500 million bars...
Because the appeal is great: 1. You don't have a boss to report to, and don't need to play corporate games/politics 2. You are not tied up to the...
The most important answer choice is missing: 4. Whatever You don't have to guess/call the tops and bottoms to trade profitably. Whether 2601 is a...
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