performance survey

Discussion in 'Automated Trading' started by ballsofgold, Jun 1, 2010.

  1. i was just wondering how have some of the traders on here who have automated traded strategies through retail outlets been performing with all the recent volatility, have your systems been getting chopped up?
     
  2. januson

    januson

    I'm so happy to see that the majority of people still thinks in the ancient term "system" as in stupid and curve fitting manner. Dear algo-coders, it seems like we have nothing to fear :)
     
  3. edbar

    edbar

    A system is just the framework in which many thousands of strategies can be executed through. I run multiple strategies (long and short) on different computers and brokerage accounts, all via the same trading system.

    The answer to the question is that my robotic trading systems have performed excellently in these volatile markets. Obviously the short strategies have outperformed the long strategies in this heavily down market. But it usually takes the long strategies many months to get the returns that the shorts have already achieved in only a few weeks.

    Ed