Or 200% up when you're short... This has been the year of amplified moves in specific names. 10% position sizes used to feel conservative, now 5%...
I'm happy to see all those 0s in the discretion column :)
Mine also. Discrepancy between backtest and actual results for January was the largest I've ever seen. Fortunately (and uncommonly) actual was the...
It has a time stop but not a price stop. There is no historical precedent for a million members of an online forum pumping worthless stocks like...
I'm not necessarily feeling smart, but am definitely grateful to the brokers for intervening against the unruly herd who have been messing with my...
You know someone had a good year when their focus moves in this direction.
Even if the true source of retail alpha is capacity constraint, a somewhat-high-frequency trader still needs a half-decent execution...
You're a wonderful writer! This could have been a chapter from Liar's Poker.
I have whole-market as-traded tick data for 2004-2016 in the form of Nanex NxCore tape files. I will sometimes use those to spot-check strategy...
My answer has been "code" a bit too often...
Thanks, as always, for your kind words Val. As you will see (or, in your case, hear), one of the other guys in the book (the one with the most...
Actually the above backtest was run with a compounded position size formula. If you run it with static size, since it's a 5-year test returning...
Thanks for the forum mention @ValeryN. At this time I am limiting participation to active beta-testers of the software. After release it will be...
AKA Real Covid Laboratory.
Of course, now that "Just Killing Shorts" is finally dropping, I'm not in a position. That said, a strategy optimized for this rare price pattern...
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