There are simple stat tests to determine this. I would start with a bootstrap test and if promising results then try something more formal and...
Well, I didn't exactly ask for money, just looking for suggestions on a way to launch a strategy when I don't have many resources. It is...
Ok. I had considered that but started to feel that those places are scams. Can you say from experience that they are not? The other barrier there...
Requires 15min and 5min data, avg 1.5 trades a day on equities. By latency I assume you mean penalty from being scalped by HFT in order execution....
Totally get that. Even after I found this particular signal and saw it could be profitable, it took me a while longer to figure out how to...
You need a lagging variable for correlation to work. Otherwise, you would already know the direction of the asset and correlation would be...
It feel a little like you're fishing to over-fit your model to your training data, which will lead you to have very poor performance out of...
actually most of the world's population believes in the supernatural, so are you gonna second guess that little assumption up there?
Yes, there might be slippage on certain assets if you want a position larger than what's at top of book. The return might suffer for paying a...
ok. last word for me here, but I feel like I gave a simulation a few pages back there that shows under pretty reasonable assumptions of strategy...
I hate admitting it since I like trading it and I think its cool and believe the tech has an interesting future, but I think you are very correct.
That 20% that doesn't loose, controls most of the inventory, so ultimately, the smart money is still setting the price for the most part. Also,...
Sounds nice. Good job. We'll get a steak in 3 years when I'm there too.
lol. finally, someone who gets it!
No disrespect, but I am exhasusted of this comment/argument. This statement is just true for being excellent at anything. Trading is not...
True, but you can know what your probability of winning and potential profit is, which is the same as knowing what cards you have against the...
Imo, you're just looking for a positive mean return after friction with as tight stops as will allow, something that is simple so it can be...
I have never considered it, so shoot me down if I'm crazy, but shouldn't you just let a computer do scalping? Seems risky not to. Also, seems...
So I actually didn't say that. I totally believe that its possible that long term more and more things will be payable in BTC or crypto. Also...
So here's a set of returns simulated to to have a .22 expectancy ratio, 1.46 profit factor, 1.31 win rate and 52% positive returns. Starting with...
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