Yes, that's correct: an algorithm called 'Geom. Brownian Motion' was used for generating the data. More info here:...
The absolute minimum is 100k, as was stated in the initial posting: "From that it follows that the inital trading capital should be at least 100k...
:-) no, such an account size is unfortunately hopelessly too small for this system, and don't forget my provision of 20%: in the end it shall be...
Addendum: PM me if you would like to test the system with different parameters (InitialAV, vola%, expiredays, min_bots, max_bots,...
The system requires a fair amount of initial capital: the test were done with 600k.
Hi everybody, I've over the past 6+ months developed and tested a long-only-options trading system that I would like to offer interessted firms...
Just curious when Chinese stocks and options will be open for foreigners, as most western exchanges are open for foreigners of course incl. for...
Found this example at http://www.bbcode.org/examples/?id=6 It is possible to colour the text red green blue - or whatever
So, the settlement time with cash account for options trading is T+1. Does in this situation (long only options trading) a margin account have an...
Hi, I saw postings where different colors were used in the text. How to do this?
Hi, is it possible to do options trading (long only, ie. no shorting/selling) with a cash-only account? I mean, can one do options trading, as...
table1 (using spaces) ------------------------ th1 th2 th3 ------------------------ r1c1 r1c2 r1c3 ------------------------ r2c1...
testing myself... table1 (using spaces) ------------------------ th1 th2 th3 ------------------------ r1c1 r1c2 r1c3 ------------------------...
cool! that's exactly what I need. Funny, last time I tried the CODE block it didn't work, as said. Will try it again. Thanks for the wonderful...
Hi, what's the current status of options trading in China? How many instruments (stocks, indices, etc.) have already options there?
Hi, is it possible to put a pre-formatted text (ie. a table in simple text format) into a special block of the posting so that the formatting...
I wonder if one can build a chain reaction model with options. By this I mean if there are say 3 companies or ETF's, labeled A, B, C, then each...
Best would be to backtest all pairs over a one year period and then analyze the equity curves...
Thanks, I'll shortly post a sample output (just 3 months, ie. about 63 days = 63 lines), maybe then we could discuss which basis I better should...
Over the weekend I changed the code so that it now continously trades a full year (or longer). This gives more realistic results by also using the...
Separate names with a comma.