@botpro Based on this thread alone I can imagine why you lost and why you were presumably terminated.
Thanks, this is very encouraging, really, it helps me much... FYI: I'm not average, if I were average then I wouldn't be able to do the things I did and do... But I don't give up, I still have a big hope. I'll find a way to beat the market! Promised! sys15 is my latest hope, currently working on improvements of it.
Despite the number of parenthesis or depth of detail u go into ... Real data is alive with the thoughful purpose driven algos which have minds of their own, that do as they please while ignoring (or worse, gaming) the algos which create simulated market data. Your refusal to acknowledge this simple fact guarantee's your destiny.
Good luck over at trade2win. First day on ET your thread generated 18 replies. Almost a day has passed and you have only 3 replies (you and one other person) on trade2win.
Definitely deserves to be tested. But my own experience with dynamic delta-hedging is unfortunately not that positive, but then maybe I made an error in my tests with delta-hedging. If possible just post your own results.
FYI: I today did GBM simulations. The result looks good: on average only 30 hedging trades per month. But my GBM lacks gap generation, ie. so called jump-diffusion. I'm currently trying to add that feature to GBM and will then retest again.