Hello everyone! Sorry for the delay in the report, last month worked hard and therefore allowed himself a little rest) I graduated this month with a small profit. Overall, I can say with confidence that since the beginning of the year my professional knowledge greatly enhanced. It has not affected my results, because the new knowledge I have not yet implemented in most of the algorithms, it will take some time. I hope that I will finish this year with a strong result. Good luck to all.
You seem to be just tracking the market this year. Has the environment for your list of favorite stocks changed? Are you hugging the index/become an investor? Using significantly less leverage? Thanks.
Hi, xandman! Profitability of my portfolio is independent of the movement of the index as: 1. I trade the Long and Short Strategy. 2. Time in position is 1-2 days. Profitability, indeed, in recent years is very similar to the index. It's more of a coincidence, I do not think that by the end of the year I will have similar results. Yes, the difference in current and past results are very significant. The main reason - the market has become more efficient. To maintain profitability, I had to reduce the number of trades. Moreover, if before I traded an average of 10 percent of capital in the deal, but now I'm the opposite raised the value to about 15, so that the yield is not dropped dramatically. Overall, I now see the potential for improvement strategies try to achieve at least some similar results, which were before. In my opinion, algorithmic trading has the same steps as other industries: the emergence of the market -> market growth -> maturity of the market -> market downturn. In the early 2000s or earlier could earn millions of dollars on a simple strategy with a minimum filter, but now everything has become much more difficult. I hope I have correctly understood the questions If something is not said - let me know.
Hello colleagues! August was for me the best month this year. I note the positive aspects: 1. I finished the improvement of algorithms. In the near future I do not plan to change anything. 2. Develop a new algorithm. Classic dipbuyer. From September I will begin trading its full capacity. 3. Update on the high yield.
GL. I am looking for a reliable broker. Which broker are u using now? How much do they charge for commission? Pl pm me. Thx
Hi! Good month.I develop a new strategy for futures USDRUB, Exchange MOEX. This futures contract is very good for momentum strategies.