10k profit on a ~20k account makes me wonder if you're just trading too big for the account size. Also, are you trading SPY options (the ETF) or...
payment for order flow - you're smart to be concerned
If you just bought the SPY at your designated entry/exit points does the strategy work? In other words, is it something about switching to long...
It may depend on the country your account is setup with. In the US 4:1 is basically standard for intraday and 2:1 for overnight. All brokers...
In that case I think you don't have the 25k minimum with IB, so they could be a good option. I honestly didn't realize IB offered CFDs, so I was...
Directly from the IB website: Our transparent Tiered pricing for stocks, ETFs and warrants includes our low broker commission, which decreases...
you might inquire at SMB, pretty sure they have worked with systematic traders and they are pretty tech savvy...
What about fundseeder or collective2? If you are trading US equities you could partner with a prop firm as well
Either I misunderstood you are you are just being argumentative. Replace "roulette" with "swing trading with a positive expectancy" if you like....
Thanks Ralph, your books are great, easily in the 1% most useful of what's out there.
That was my initial reaction but it's become clear he is talking about an aggregate performance over some period of time. That is, the "reward"...
Ironically, the better the system (like in sharpe terms) the deeper the aggregate drawdowns become because it is able to tolerate them and still...
There is always a tipping point - his max return red dot in this case. Think of it this way; say you have an edge at roulette somehow. You bet...
I see. I wasn't expecting the cliff to be so pronounced. It seems to me you'd want to be close to the red dot, but to the left far enough to...
I see, so this is showing diminished aggregate return over a period of time for a large number of trades based on some leverage level proportional...
The "optimal" point on that chart would be as far to the left as possible. As your slope turns you are getting less "bang for your buck" than...
I dug around a little and Apex clears for many well known brokers. I suspect your broker is just being difficult and the problem isn't actually...
Disclaimer: I am not a tax professional It sounds like you have a single stock that you made multiple short-term trades in 2015. If the number...
This might help http://stackoverflow.com/questions/33456631/ib-ibpy-understanding-how-to-access-and-store-a-variable-from-api-response
That link is to a page showing python code to submit orders to IB. It's not the book from earlier. All he does there is send orders to IB....
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