Long short game

Discussion in 'Trading' started by nooby_mcnoob, Jan 17, 2020.

  1. upload_2020-1-18_3-23-14.png

    437 trades to get to 10 million. No resets boyee.
     
    #31     Jan 18, 2020
  2. Snuskpelle

    Snuskpelle

    $50k by trade 100, tired after that.

    Some issues:

    If I could do this live for 11 years (i.e. corresponding to 100 * 40 days)? Probably not. Heck, just B&H last 11 years would do as well or better.

    My selection criteria are heavily overfit on low vol regime of US equity markets created by QE.

    Also, I wonder if the site owners are using the results of this as machine learning inputs. :D
     
    Last edited: Jan 18, 2020
    #32     Jan 18, 2020
    Nobert and nooby_mcnoob like this.
  3. MichalTr

    MichalTr

    Zrzut ekranu 2020-01-18 o 14.12.33.png
     
    #33     Jan 18, 2020
    nooby_mcnoob likes this.
  4. I
    Think he's definitely learning from the successful players
     
    #34     Jan 18, 2020
    Nobert likes this.
  5. I think I'm easily beating long only. In my previous test, it took 750 long-only trades to get to 5 million whereas with my "selective" long/short, it takes about 321 trades to get to 10.

    I'm almost tempted to develop a notebook for this for my own use.

    upload_2020-1-18_10-24-21.png
     
    #35     Jan 18, 2020
  6. dozu888

    dozu888

    if it's compounded then 60k/year is invalid... you don't get it in the initial years.

    so 85 years -

    NDX 12.5% annual - $222m
    SPY 9% annual - $15m
    Dalio bullet proof 6% - $1.4m
    bank cd 3% - $123k
     
    #36     Jan 18, 2020
  7. dozu888

    dozu888

    at first I wrote down some 'conclusion' comments.... but we don't have the full picture here about something like survivorship bias...
     
    #37     Jan 18, 2020
  8. I calculated 85 years but that's really 85 investment years for $10K. If you have $100K that gets reduced to 10 years because you can have more than one trade on at a time. Can't compound more than one QQQ at a time!

    There is a lot of hand waving in this which is why I simply try to beat long only in # of rounds, which I've done.
     
    #38     Jan 18, 2020
  9. dozu888

    dozu888

    where does 100k come from
     
    #39     Jan 18, 2020
  10. From your account :)
     
    #40     Jan 18, 2020
    Nobert likes this.