Mind sharing the script? I can then add a daily report on this which could be useful to others. Rob
I'm 100% confident the answer to your question, is yes, they will come down. (When however, I can't help you with) GAT
I think this is bootstrapping. I think monte carlo is resampling from a distribution and there is no distributional assumption here. Both...
It's trivial maths that (x*0.5)*c = x*(0.5*c) And if you stopped trading after losing half your money they would be identical. Which you use is...
Pretty sure google will give you a more comprehensive answer than I would Rob
Breakout is a particularly weird forecast, because it's bounded - the price can never be higher than the recent maximum or lower than the recent...
Sorry I've never traded warrants. Rob
OK actually what I do with instruments that are too expensive for anything (Milk always comes up like this) is give them a 1/4 allocation in four...
No https://qoppac.blogspot.com/2023/02/fast-but-not-furious-do-fast-trading.html Rob
I'll probably wire them a quid and ask for change. Rob
Forks aren't bad -they mean the project is popular The problem is without a named successor, people won't know which fork to switch to that will...
New email today: * * * * * IMPORTANT MARGIN CALL NOTICE * * * * * TO: U****8709 FROM: Interactive Brokers DATE: 2024 03 07 RE: Margin Call...
This is the downside of open source, especially with only one BDFL who can pull code. When you have a project on github you can name a...
Yeah me too GAT
This notice serves as a margin call to your futures trading account. A breakdown of this margin deficit by currency type is provided in the table...
These FNDs apply to all physical deliveries which includes most bonds. Don't worry someone will buy it- someone who can take delivery if...
What could possibly go wrong? Rob
I'm doing https://www.toptradersunplugged.com/podcasts/systematic-investor early next week. Any questions send to info@toptradersunplugged.com Rob
I haven't got minute data, but I do find a big difference in performance between unlagged and one hour lagged returns, and also better returns...
Yup Rob
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