It seams running full kelly on a part of the capital and keeping the rest in cash balance will produce the same percentage return after 12 months...
What is the guidelines for strategy risk versus the total risk mandate for an account? Let's say the strategy's observed max draw down is 5% and...
Combining trading method/model probability with option structure probability How do one merge the probability numbers for these together into one...
What are good methods or tools to predict or measure the likelihood of side ways price movement X time units forward?
Are foreigners trading remotely at these firms required to get a Series 56? What are other prop firms that allow trading access to SPX or ES...
Been pondering the idea for a while to manage money remotely for an Family Office, CTA or HF as a independent contractor/consultant getting paid...
What is the highest risk I can take with a strategy with the following metrics: Win/loss ratio: 79% Profit/loss ratio: 0.66 Longest losing...
Trying out some short term trading using weekly SPY options. Have had a tough time discovering a short term trading model that produces alpha and...
Is it possible to to structure a trade so that if the next days close is lower than today's close I win $1 and if it is higher that today's close...
Anyone else swing trading by reading pure price action? pure interpretation of weakness and strength in OHLC/candles in the larger context....
Hi, Anyone have to know where to find a Monte-carlo probability calculator code in Go? I'm looking for something like this:...
I use this thread to track the trading progress of forward testing two experimental systematic models for swing trading SPY out of the money...
I would like to know the formula for calculating how many contracts of the ES future I need to be net long or net short to hedge a deep ITM SPY...
Anyone know where one can find the historical weekly performance for a stock/ETF symbol? per week of the year. A web site or something that got...
Where do I find intraday data for expired options on major ETF like SPY and QQQ? I need the data to include market maker bid and ask quotes....
Anyone doing this? What is expected annual return of this passive income strategy in regard to low risk?
Are they not being traded? CME lists it on their home page. http://www.cmegroup.com/trading/equity-index/us-index/e-mini-sandp-smallcap-600.html
Is it possible to increase returns by just changing trading instrument from ETF to index options and keeping the same risk in $ ? Lets say I have...
Solution to use IB's API without the need to GUI clients (TWS, IBGateway). Open source software project IBController...
My strategy exists winning positions in the pre-market and post-hours if limit order is hit. As I'm programing my own backtester, in order...
Separate names with a comma.