I'll be living off dividends so the mindset is different. Once I buy the market price doesn't really matter to me anymore.
It's been a fun ride but I'm shutting this down. Everything is moving into index funds as I settle down for retirement. Best of luck all.
New high water mark at $90140. This is based on $80k in deposits, so a profit of $10140. Current positions GE MAR18 3 M6A JUN16 8 N225M...
Great article. Thank you! One thing worth noting is that KR3 and V2X are not available to US residents sadly....
It seems to me that max DD is a weird metric because it doesn't account for time. For longer time periods max DD is going to be larger simply...
Thanks! Also what is KR3 / KR10?
Rob could you please let me know the current forecast you have for carry on euro stoxx? I'm trying to understand why you have such a short...
Do you think gold would also be banned under NIRP? How about foreign bonds for countries without NIRP? Maybe they'd be classified as NIRP 'havens'...
Another great day. $66.23k.
New high water mark. $65.27k, which consists of $60k deposits and $5.27k profit. Current positions: GE DEC17 5 ZC MAR16 -6 ZT MAR16 2
What a great day. Up to $44.77k.
Account is up to $43.75k, so $3.75k profit. Current positions: GE DEC17 4 ZC MAR16 -4 ZT MAR16 2 Waiting on additional funds to clear. The...
Just to be clear put-call parity does not imply that options are not mispriced. There could be a gap between realized and implied volatility even...
You're mistaking me with Amalgam.
You forward tested this for 100 years? You must be pretty old! Are you sure you don't mean back testing? This trading system sounds like...
Put-call parity doesn't imply that the prices are fair in any sense, just that puts and calls are equally fairly (unfairly) priced. The market may...
Having a zero sum game doesn't require a 50-50 split between winners and losers. Also stock prices follow geometric Brownian motion under the...
Yes. There's definitely advantages to being systematic, particularly while traveling. I had a simple cronjob running on my desktop and sending me...
2 months paternity leave plus lots of international travel. The positions didn't change significantly from what I originally listed, although they...
Thanks! I was just listening to your interview on Trend Following Radio this evening. Really interesting as always. I've been meaning to get...
Separate names with a comma.