Follow a scientific framework and diversify. If you know how to code, that would even be easier.
Sometimes it's hard to stick with a strategy or system when the drawdown hits. But often it's good for you to evaluate objectively If it's a...
Wow wonderful insights! You seem like an experienced discretionary trader (something I can't do for nuts). I'm a systematic trader and will...
Thanks for the summary! I'm trying out for some quant roles and may need to familiarize myself with Kdb+. haha. For my own system, I'm using a...
Let's say if you got 2 positions (pink and green) - the possible issue is you may not know which will go up or down at any point of time. When you...
Hi all, couple of posts back. I noticed that some of you are using MongoDB (via Arctic) to store your time series data. What's the disadvantage/...
Monitor your portfolio volatility like a hawk and you would avoid risk of ruin.
Mathematically, diversification among uncorrelated positions with positive expected returns will increase risk adjusted returns. With that you can...
Have different trading rules. Scale in and out of positions. That will give you smoother returns. In stats, there's always a distribution around...
I think they increase their allocation since 2 quarters ago. You can read the Sec filings. I believe they allocate most of them to their risk...
Bridgewater has 20% in gold now. Unsure whether it's their full portfolio but that's what they disclosed.
Can consider selling volatility.
+15% in usd. +12% in home currency. Max drawdown of 10%. S&P 500 is not a benchmark for me since I maintain a pretty low annualized volatility of...
I'm unsure what you meant by less complex stuff. Python is more than capable for Machine Learning, Time series stuff. If you are referring to HFT,...
https://www.youtube.com/channel/UCOSvCJJG7PTH-jhp0phvlrg/videos ibridgepy seems to be most suitable for your purpose. I personally use ib_insync...
Volatility is easier to predict since it clusters. Momentum - less so.
Leverage should be tied to volatility/standard deviation of your portfolio. Maintain a cap and you should be safe unless its some crazy negative...
If it's once a month, you can do it manually. If not, you can always write simple scripts to rebalance it using python ib_insync, ibridgepy packages.
I rely on python for backtesting and deployment. R is another alternative for backtesting. I'm not completely familiar with mt4. But I have seen...
Hello, spoke to you about hedging forex risk in your thread. I realize it's cheaper to hedge in Saxo than IB. Something for you to consider :)...
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