Not lying and not laughing. I wish I could be more convincing, but at least it's good to know that the performance is considered to be good.
Well, you're not exactly my target audience with 30% annual returns already. But I acknowledge all your points. I don't think that selling the...
I guess I'm just impatient. And as cruisecontrol mentioned, these things don't last forever. Thus, I am trying to figure out what I can do with...
Thanks, for the encouragement, ironchef. But an IRA wouldn't work because I go short a lot. I will just have to keep growing the money I have...
I guess I was figuring that my portfolio performance would serve as proof of concept for managing OPM, and that it would be easier to convince...
Mortaging the house is not a bad idea. I have heard about the risks of prop firms, and Southern California does not seem to be a hotbed for them...
Wow, I did not expect so many responses. Thanks to all. Let me try to reply to some of them here: A few hours a day on average, but highly...
I’m hoping to get some advice here about where to go with my trading. I’ll keep this relatively brief. I have been trading profitably for 4...
Just got off the phone with Lightspeed customer service. I was told that using the API would require a $3000/month data subscription! That seems...
One more thing. I think it did not start working again automatically. I believe that I had to restart TWS. Not 100% about that, though.
This happened recently. (See the thread "No market data permissions - SUN Feb 10"). They resolved it before Monday open, but it took longer than...
My feeds disappeared around midnight last night and have yet to return.
I agree with you. It would be pretty abstract, but what I'm saying is that you could define a "volume day" as 78 (for example) consecutive...
You are in effect then just using an alternative measure of "time" which is calculated in units of volume rather than units of real time. Just...
The starting point is that daily returns are not informative enough about vol. If a stock price went way up and then came back to where it...
If you are serious about vol forecasting, I would encourage you to drop GARCH in favor of the HAR-RV model of Corsi. I'll post a link below, but...
Any idea what the out-of-sample performance is like?
Mutual funds, I think. He's the founder of DoubleLine Capital here in LA.
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