Great advice. At this point, I'm starting small. Very small. $100 on my live trading account, primarily to make sure that the trade...
Yes, so in the short term it seems that SPY can beat this system, especially given recent year's gains. But the 10yr SPY Sharpe is 0.38 and mine...
Yes, there will always be more losers than winners. And by nature of hedging their market risk, any good broker will pocket the money from the...
I think this is fair, but I'd doubt that that is actually the primary intent of the brokers, i.e Oanda - to make money of the weak. Simple...
Curious, what was the size of your account at Oanda if you don't mind sharing? Overall, agree with your Oanda assessment. Arguably I haven't...
Alright fair. Thanks and looking forward to the next year! In case it works, I'll still have the same questions, i.e where is the money coming...
I started with FX about 5 years ago, mostly hand trading, breaking even and going nowhere. With this system, I paper traded for the last year on...
Sharpe 1.7 - returning 100% a year for the last 2 years when trending (it is a trend follower, after all). Around 30% prior to that when the...
Some background: I am no quant PhD, and certainly no hedge fund guy. I am just an engineer with decent programming skill. I have spent a small...
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