Gld, iau
I find that trading for a living. Having consistent monthly return stream of 1-3% is more palatable (I'm talking about monthly, not daily!)....
I live in most expensive city in the world (Singapore - according to Economist.com) - though that is a kind of misnomer because the basket of...
I would think half a million is more viable. 1 million is more comfortable.
LOL if it's 100% annual profit with 10% drawdown, you should mortgage your house; max out all the balance transfers in the credit cards; borrow...
Wow 6.8% monthly returns at what volatility. With sharpe of 1, 81.6% volatility With sharpe of 2, 40.8% volatility With sharpe of 3, 27.2%...
Syntax easier, lesser lines of code required, data manipulation easier. More data related libraries. That being said, I have never done data...
Most of my net worth is tied up in a 10% vol risk-parity multi-asset class based strategy with couple of other strategies in volatility & options...
If it's not HFT, python is so much easier.
Avoid lottery mentality.
USD in particular. I hedge my portfolio against USD exposure fully in my home currency starting this month. USD kinda eroded my absolute profits...
You may purchase options chain data from CBOE (around USD 300). If you want to test it for free, you may tap on Quantconnect platform to backtest it.
Return has to be viewed in relation to risk. Risk-adjusted returns (sharpe, sortino ratios) is something you have to consider. With good...
But I doubt in real-life, equity curve will be so smooth :)
Short volatility strategies like straddles, strangles and butterflies. There's positive expected value over long run but huge negative skew; if...
Great blog post on capital management and compounding - distinctions between full compounding, half compounding and fixed capital....
If it's negatively skewed, you should definitely withdraw from it periodically.
I guess the best to achieve best of both world is by having a diversified basket of strategies to generate smoother return streams. With smooth...
I think that's how it works. You can assume that when -1, it's out of market hours.
We will root for you in the next book! Not a fan of his latest book - except for the systematic trader chapter. All the rest of the traders seem...
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