You can do them in Matlab easily.
Wrong order gets through all the time through TWS and once it was identified, IB will reverse the order immediately. I have SPY shorts through...
an OK week. +5600 have a good weekend everybody. njrookie
very boring market in tiny range. worked hard the whole week but have nothing to show for it. should have gone fishing! down 2K last week.
+4600 for the week. very very slow week and just try to squeeze as much as I can from market.
I encourage folks to read the entire paper, instead of drawing a quick conclusion. The paper demonstrates if you pick the top 500 based on...
statistically speaking, randomness means you cannot predict what is going to happen next based on past information, including...
the paper says 80% of the trade of the successful traders is NOT providing liquidity. it is taking.
gmst, compounding for short term trader is relative. once your account reaches 7-8 figures, it is going to be very very difficult without...
vinc, If market is purely random, nobody can out-perform market consistently. So yes this is proof that market is not 100% efficient (an...
the top 500 (out of 360,000) traders are probably taking lots of breakout trade. it is also interesting that the commission is about 1/3 of the...
The academic type is finally recognizing the existence of successful traders....
if you export daily returns to an excel file, you can use SKEW and KURT function to calculate skewness and kurtosis. you can use average and stdev...
Can you report your skewness and kurtosis, downside std dev, etc for a more complete picture?
statarb should be generally defined. i define it as where you have statistical edge (say a good rsq). it does not have to come from pairs /...
decent week. +5483.
i trade everything, including my tomato and my chicken :)
+1300 for the 4th week of July. nothing to write home about.
losing 20K is not a big deal if you have a 1000K account. Always manage the risk first. Market can do anything it likes. One always needs to know...
up and down and back almost to flat line by the end of week for last week. +1K.
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