Man are you saying only apply leverage to systems with high sharpe ratios? The reason im wondering is I have a promising equity trading system...
sluz, Nice system. 80% annual return in a bear market is awesome. Especially without leverage. 1. Could you have similar results with a...
Why the need to make 10% every year? Why not make 20% then lose 10%, on and on. Or make 40% and lose 50% once every 5 years and youd be rich in no...
What are the fills like when trading these options? Do you get filled mostly in the range or at the highs?
The idea is to get an idea of the average number of traders with systems. I already use a backtesting environment and have a system. What...
Good points -please note if your system rules were optimized. simple yes / no is suffucient. -also noted if this is on the bench or a...
Indicate system timeframe, annual return, drawdown, market traded, #trades, and leverage/margin
Why bother trying to trade your own account with hassles when you can find a place to prop trade for 5k? Agreed, you cant trade options though.
Amibroker CPTrader
ssigma, Im going to show you an SP500 stock trading system based on 40yrs of backtested data. One system I could show you uses a different stop...
Check it out and see. Its for daytrading or for EOD as long as your stop size increases accordingly. Youll see you may trade size larger than your...
Coolweb, I was thinking you could look up Jim Chanos, a trader, owner of a hedge fund that specializes in shorting. Kynikos Associates or...
I considered recommending a family member buy a put option on the SP500, and I then found out that long term options cost a fortune. Its most...
I have been trying to add a short component to my equity trading system with no luck. I find most public systems that had a short component...
HAHAHAHAHA what a thread , gotta love it Go shoot some martingales I bet you own a gun, thats funny.
I was talking about liquidity and access to the good trades. Theres only so many opportunity trades. Apparently your talking about something else.
kut2k2 So are you saying the sharpe ratio is really 4.5? My software doesnt tell me the STD DEV of my trades. Can I still use your formula?...
Hydro's right. They have basic indicators showing the flow of cash into the mutual funds and its at a 5 or 7 year high, and we're also past the...
Thats not untrue, but has anyone calculated the effect of survivorship bias? Id like to see what this invisible edge is. If there is a bias,...
Im a bit confused. Say I have 40 trades a year .4 ln 2/2*40 = .4 ln 2/80 = .4 ln .025 = = -1.475 what did...
Separate names with a comma.