Aren't the equations you stated the probability of flipping 100 or 5000 coins obtaining all heads or tails? Can you explain how that relates to...
Thanks for the repkly. I am not an active day trader like many individuals on this board; I am an algortihmic trader. Mathematically it looks...
Do you mind sharing the exact exit conditions you coded? Thanks in advance.
Can you tell me what 3sma + 2 offset refers to? I have read this thread through and I have not seen a description of it. Thanks in advance.
I agree with you, but your statement has little to do with the published SI unless you take into account the total float.
I can see the logic I don't see the value. How do we measure "the short term bulls"? More importantly how do we put it into historical context ala...
As a percentage of the total float the SI has been basically flat for years so I am not sure if the SI is as big a part of the current rally as...
I agree with the credit thesis. This economy/market will keep chugging until people stop borrowing or the lenders stop lending. Wait until one of...
I did not compound the daily returns because of the obviously nonsensical result - growing your equity by ~ 20000x!! I assumed the trader ran at a...
Thunderdog - Did you really mean 4% - 7% daily on his account equity? Seems improbable as that will translate to > 1000% annual returns. If you...
where does the $370k come in?
PohPoh - Great job. I would approach your second year much like you did your first year. One or two years in this business is not enough to...
NoWorries - Having experienced a 4 ,5 or 6 sigma event does not imply the distribution has fat tails.
Are you using daily returns in your dataset? I once heard it mentioned if you analyze other sets of returns (2 day, monthly, etc..) the fat...
VTTrader - I understand what you are looking for and what you need. I have built a backtesting platform running on SQl Server. Send me an email...
Using IB as my platform for quotes, orders and fills I have written my own interfaces (C++) to support my AT. I use SQL Server for trade data,...
corso482 - For stocks you need to include about 5c of slippage per round trip. Obviously, the shorter the time duration you are analyzing the...
$80k/yr here on Long Island, NY places you below middle class. It will allow you to own a house, send your kids to a public school, eat out rarely...
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