Don’t want to add to the confusion but the important thing to note is that volatility, and hence skew, is a model output. It just helps people...
Can you backtest your strategy? I’d look at the max drawdown over past eg 15 years, double it, add that to the margin you typically run, and make...
Yes spread betting is tax free of course. What I meant was that if you decide to go the tax paying route and use a “normal” broker, then it’s...
Spread betting works great if you’re a swing trader. Otherwise if you’re really short term the bid/offer kills you, and if you’re a long term...
Thanks for all the answers. Meanwhile I got hold of the latest HSBC HF report. A lot of the data is reported late so away from systematic funds...
This is shaping to be one of the worst years ever for the investment community. I read a stat that 80% of dollar assets are down ytd which is the...
Not to be pedantic but I've had issues with quandl's stitching - I prefer to download the raw data and do it myself. If you're running long dated...
You'd need at least a year of track record before anyone looks at it in my opinion. In terms of auditing, many accounting companies (including big...
Explore the Python pandas package and take it from there. Very good tutorials out there.
Open account at reputable broker (IB or similar), track your results, after a year pay to get them audited, raise small money and manage it for...
I don’t understand why this is even a discussion. Google for algorithmic trading examples, blogs, etc. It’s all Python. Yes it’s slow but you...
Hello everyone, how would you go about benchmarking an automated scalping strategy? Let's assume for simplicity you trade one contract of e-mini...
You need to look at how much risk you are taking, on many different variables. Not just the volatility of your P&L but also how much of your net...
The bucket shops will host your scripts with MetaTrader until you blow your account up. I also don't trust them to not read your code. The better...
I guess expectations for the current government are so low any hint of good news sends us higher + EM currencies in general have done well ;)...
There are providers that will do it for you in the UK for $30k set-up and then $50k a year for accounting/platform etc. Google AK Jensen or...
You pay fees on both legs. Also, you have negative convexity on XIV as for all the inverse ETFs (in effect you pay for what you think is positive...
I love these discussions, but I believe they need some context, in particular: *return with either volatility or maximum draw-down of the year...
I think your 35% drawdown is the key. It's one thing on a backtest where you see the P&L curve come back up a few weeks/months later. It's one...
This isn't and has never been IB's model. Also - if you need general advice on options strategy from your broker, you're asking for trouble IMHO.
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