The main parameters are: - historical_volatility=30% - initial_spot_value=50 - risk_free_interest_pct=0 - expiredays=63 (ie. 3 months) -...
And here the drawdowns of #4: [ATTACH]
There is another column named "DDpct" (column W). Here's a barchart of #3: [ATTACH]
No, it is really daily. And you can verify it in the XLS/CSV file by opening it with Excel or LibreOffice-Calc. The column name for daily win/loss...
The system does not make use of any correlation in the market. So its task is then even harder... As was stated, the system works with intraday...
I cannot think of a better model than what was used in the system. If you know better, let me know pls. No, I'm not asking for millions. It is up...
Simply not true, because not every value can be traded equally or easily. In this system a starting position is limited to maximally $25k as a...
Come on guys, please don't spread false information. I never said I'm asking for millions for the system; just a share of 15% to 20% (negotiable,...
Small account vs big account: - trading with small account is more risky than with a big account, seen percentually - trading with a big account...
I'm an independent "free" thinker, didn't you know? :)
Ok, I see providing liquidity is the key factor for the MM system. Yes, it helps the customers to easily unload their stuff. But the big spreads...
Hey, it was just an idea... :-)
You shouldn't easily classify everything that doesn't apply to you as bs. Before that I tried everything else like TA, trendfollowing etc. So, I...
Yes, sudden price shocks are not specially considered in this system; it rather works in "normal" market situtations, meaning: the generated GBM...
Hmm. I don't understand what role, if any, delayed/old market data should play in this. The risk would of course continue lying by the market...
Some thoughts of mine: The current options markets are full of imbalance due to big spreads. This is mostly caused by the market maker system....
Hmm. I never would trade such an option like CHK; its nothing but rip as the spreads show, implied vola for strike 3.50 is allegedly almost 200%...
It's on average "only" about 1%/day of account value as can be seen in the XLS/CSV. The rest is the magic of compounding.
Regarding the prospectus: please find it in the initial posting here, ie....
As said this system can't predict the future, so it doesn't try to find any pattern. It rather does some statistics and applies some probability,...
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