Ok thanks for the hint!
Ok thanks!
This article is laughable, check out this quote: "In recent days we have been often asked by mainland regulators not to hold short positions in...
Again, I need minute data, not EOD data...
Hi all, I'm looking for historical data for US commodity futures (1-min bars), can anyone recommend any good, affordable data service provider...
Yes, it's an on-going effort and lifestyle. I already have a strategy for CSI300 which have rendered 250% annually with Sharpe ratio of 3.67...
Bummer, there went the $10m investment, anyway HTW cares about money, I'm lucky in love... :-)
Haven't tried other similar instruments like Russell 2000 etc., but in my experience chances are that it will work even worse as even the...
Btw, I agree that money management has to be a lot tighter - as I haven't experience a drawdown of this magnitude I was simply too optimistic for...
Well, currently I actually apply this in two steps (i.e. three levels in total). At the first level, the equity curve is like a roller coaster, at...
Guess you are right here, however, this client (who happens to pool investment from 3,000 HNWIs) explicitly wants this rate of return, what's...
Not sure if I'm following you here completely...hedging with options here would be rather tricky as I'm shifting between long and short futures...
You plan to start trading the CSI300 future?
Just wait until the talibans and ISIS set up HFT firms, then you'll definitely see the VIX spike! :-/
The interesting thing not mentioned here is why no one is mentioning other stocks who dropped even more sharply, e.g. Accenture that went down to...
IB of course, what else...? :-)
As far as I know the real problem was not selling pressure, but withdrawal of liquidity by so called "market makers" that aren't really what they...
In principle I agree with you - the more you try to eliminate drawdowns, the more you lose on the upside. However, after having run extensive...
Well, as a matter of fact, in the current version the system attempts to predict how favorable the following trading session will be, and we have...
Always nice to hear you're not alone, it's just that redemptions now come like amen in church and that it happens to come at a crucial point of...
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