its 200 trades a day over 20+ products, or around 5-10 trades per day per product. If I put it across to 50 uncorrelated products then the...
heh. it's 200, not 20 million trades a day. Why not ? Run a program on my logs to determine avg bars per buy/sell, etc and formulate stats ?...
heh maybe im using the wrong details. In a typical aualized sharpe, you take the 12 x month of performance in %, for the ROE. Instead here I...
So u came in with a "beginner thread" and want to be successful in trading. Who here in this forum doesn't want to be successful ? So if I...
well.. this 45% was very very hard work of sleepless nights, and it was only 25% back then. So much algorithms have been thought thru and put in...
Hi, My previous posts and threads are on qns regards to Microsoft Excel performance and Automated trading. I'm (I hope:)) about to run live on...
I decide to show up in this thread :). Yes there are people who are successful.
I see a list of Formulas. I was expecting to see a list of Hedge funds or Prop that says - 33% returns since 1980 with Pair trading with...
If you buy a pair, any pair that you think its called stat arb, then I'll ask you: - If 1 day both products =$0, do you make or lose. If you...
Pair trading is not stat arb.
Don't explain. You're not arbing anything at all. Firstly you need capital, and secondly you have risk. If 1 day an airplane hits NYSE or if...
THE LAW OF ONE PRICE. :)
Well, im wondering how do you present an arb data then, since every trade you take = locked in profits. I have done only a few arbs in my life...
heh I just answered your survey. Im with a cheap computer, but the $ i put in for upgrades, s/w licenses, and multiple LCD, VGA card,...
Fooled by randomness. Winning by chance and finding a solution to justify :) Good luck.
I hv 2 computers, 4 screens and 2 internet lines, one with Mobile 3G data plan. And i think its not enough, since im using it for $$ purposes.
I came here to look for noobs tat post their so called profitable strategy when its not. When some idiot comes here and posts a new and working...
so u just want data right ? Why complicate it with daily spreadsheets ohlc intra day or ohlc in spreadsheet form ?? Get the ohlc, copy it to...
Can you spare me $30,000 on IB TWS ? Open an acct for me so I connect my automated systems and trade in time to come. For a start, I may run...
Separate names with a comma.