1) Cross Hedging
2) Capital Efficient Strategies
can you give some sources on these please? or what do you mean? capital efficient as in kelly,...
Can you elaborate? Who is brooks? What is R?
Looking for patterns seems like something that can be easily done with machine learning... But of course that doesnt work, and the way stocks move...
I've run backtests on multiple systems for scalping the 5 min.
On 8 months of data simulating around 1000-5000 trades.
(Warning: next part is...
Suppose I have backtested my strategy.
800 wins and 800 losses. With each trade having an average r/r of 2:1.
However each trade has a different...
What are some of the illegal things that market maker's can/can't do. Or some things they used to do but are now illegal?
Can you explain how this works? does it mean i need to use a broker like IB to use it?
I am using IG atm but the spreads are huge
How exactly are you hedging? leveraged shorts? buying further OTM puts?
The longer the time, more chance something unexpected may happen (thus more volatility).
Besides, over a long time things may change so much that...
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