The twelve strategies have not generated any signal so far since the journal began. However I just added an intraday strategy as I thought it...
The attached pdf file is the correlation matrix of the daily PnL of the twelve strategies. In general the correlations are pretty low except for...
The usual holding time is about a week, except for the two long-term trend-following ones. There are twelve strategies.
Some background information first. The instruments traded are some of the most liquid ETF, and these strategies are mostly short-term in nature,...
In this thread I will post my journal of automated trading a diverse portfolio of strategies. The goal of this thread is to document the progress...
Look forward to it.
If you only invest in your own money, I guess you can simply open a LLC and post your audited results on a website with the disclaim that you are...
WSJ had an article about some Swiss banks are turning down Americans abroad because of the FACTA requirements.
This covers not only Americans abroad, it covers the so-called "US persons", which includes foreigners currently /previously living in US.
Separate names with a comma.