directional? run some sims and you'll see that strategy is suboptimal. directional trades perform best when you enter strong with your full...
and you increase exposure on the upside im assuming? sounds like a standard positive progression scheme. good for growth (long run basis) but in...
[MEDIA] just popped in my feed and seems more technical than his other recent works. some good co-authors too. apparently he made available a...
what ticker/symbol are you using to view these?
algotrading has some decent stuff from time to time, and its the one I visit most frequently. as w most 'trading' forums, most of it is just...
does anyone know
'it depends'. not the answer you wanna hear, but true for example, I have a few spreads I trade where I set super tight stops. they get hit...
updating this thread. according to Sinclair, there's a Kelly variant designed for mean reverting spreads, as researched by boguslavsky &...
yep, 2min is all I need
never heard of him so I looked him up. clown.
Depending on your goals fractional Kelly w small martingale (negative progression) works very well. CC Sid Browne's Kelly strategy. The idea...
this would be a cool option. basically bookmarking a page the way reddit allows it lot of good info scattered on here throughout the years
depends on what your definition of 'good' and 'bad' is. cc classic utility theory - everyone has different goals
not for retail
Can you trade these on IBKR? New customer here and still figuring out the platform, and google isn't much help
[MEDIA]
there is a much more elegant explanation of why vol acts as it does, in certain regimes etc, depending on your level of technicality and...
So as time increases we can be sure our edge deteriorates. Any particular ways you guys like to go about calculating this? Resources to...
Send me it, I promise I won’t screw you over
Where is the financial engineering part
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