I'm updating the performance of my strategy through the end of February. Attached are pages from my Interactive Brokers Portfolio Analyst. I have...
Questions any allocator will ask you... -- What instruments? (allocators especially don't like short-Greeks option strategies) -- Long biased?...
I am grateful for your interest. I will be in front of trading stats on Tues and will update. The strategy (all etfs, mostly equity, some energy...
Equity curve of shorter term trades from 2017. 350+ trades, hold time from minutes to 40 days. All Tradestation/Easylanguage coded strategies. All...
I have a number of fairly unglamourous systems that have worked for me. I posted about one on the thread linked below. All results are from...
Hi to all commenters Thanks for all of the input. I’ve enclosed a JPEG of the equity curve and some stats. Again, live trades, on IB, with...
I recently saw a post on LinkedIn that said a quant-oriented asset allocator was looking for strategies with a Sharpe Ratio greater than 0.7 and a...
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