Hi, in calculating the performance of a system, is it legitimate to use the average used capital instead of the initial capital? Some background:...
It was about stocks, not options. Here are 3 generic cases (from https://en.wikipedia.org/wiki/Market_manipulation) that authorities could make a...
Hmm... but the net goal is the same, at least in my model.
Hmm... :) Options have a leverage effect, so they are generally riskier than stocks. It's a two sided sword: more risk more reward if done right,...
That's true if seen isolated. But in auto-trading the system generates its signals based on the current price. From that point on until execution...
Thank you very much for this important information. Really, I didn't know of such a rule of 390 orders/day limit for non-professionals.
Ok, found an answer in this old thread: http://www.elitetrader.com/et/index.php?threads/modeling-slippage.144560/
Hi, my auto-trading options system will trade the most active and liquid options (long only) in the US market by using limit orders only. Position...
Can you give a concrete example why the above procedure would fail? It is the user who sends the _single_ market data, and checks the response...
Hi neke, you are paying astronomical commissions there. Compare your commision to this:...
I think trading as a lonely wolf is very dangerous. A better approach is forming a trading club and sharing funds, profits and losses. A big...
A proposal for testing black-box systems The best method to test a black-box system seems to be if the system is online for a registered user...
But I think I read somewhere that shorting and going long with the same stock can be "interpreted" by some authorities as "manipulating the stock...
:) very true, silly me, sorry I forgot that. And, what about going Long and Short at the same time with the same a) options, b) stocks ?
Hi, is there any rule in the US that prohibits buying Calls and Puts at the same time of the same underlying and maturity? (for example IBM June...
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