is it justified for me to concern about broker reverse engineering my strategy?

Discussion in 'Automated Trading' started by trend2009, Jun 30, 2020.

  1. Ah, ok, you're right. I have no idea why I undermine myself like this. My generosity gets the best of me, I guess.

    Only complex strategies work.
     
    #31     Jun 30, 2020
  2. Overnight

    Overnight

    Looks to me like your strat is easy to identify.

    At the start you were biased short. After March 23rd you realized for 5 weeks shorts were no longer working, and biased it long.

    That's it, you've been figured out. Doom.

    Seriously? These threads make me laff. Yes, OP, you are the only client your broker has, and if they are they watching anyone (unlikely), it is YOU and only you.
     
    #32     Jun 30, 2020
  3. Yep! You figured it out. Congrats. Case closed.
     
    #33     Jun 30, 2020
  4. virtusa

    virtusa

    Correct, but the performance is 100 times smaller.
     
    #34     Jun 30, 2020
  5. I'll take higher sharpe / portfolio balance over performance 100 times out of 10.
     
    #35     Jun 30, 2020
  6. heispark

    heispark

    I used to have the same concern but now I think it was silly. Just focus on your trading. You will lose your edge (if you have any) anyway in the future..... Market changes all the time!
     
    #36     Jun 30, 2020
  7. As someone who worked in information security, I can assure you that far far worse is done for far far less. Op Sec, folks, always. Something like 60% of all breaches are internal and they are obviously much more potent because of insider knowledge of the systems.

    All it takes is lax security and a rogue employee with the bright idea to ex-filtrate trade data en masse and sell it to someone who can make use of it.
     
    Last edited: Jun 30, 2020
    #37     Jun 30, 2020
    virtusa and userque like this.
  8. even though i biased short, i never shorted the market. I am market neutral.
     
    #38     Jun 30, 2020
  9. henry76

    henry76

    Astounding naivety.
     
    #39     Jul 1, 2020
    virtusa likes this.
  10. henry76

    henry76

    Yes but 10,000 trades , if "real" commission , slippage etc , he's onto something , as for total annual return, extremely impressive
     
    #40     Jul 1, 2020