Who takes the other 85%?
Donate money to CCP? No thanks
Mr Muppet should comment on this.
A broken clock works twice a day
Build a model for the vol surface. Find options that trade out of whack and whack them.
OTM puts skew puts me off
How long is your prediction horizon? If your holding time is short then you need more than a predictive algo as other factors will affect your...
I love this "pro"
Most active fund managers can't outperform index. They suck and its just marketing
Can't close account because I owe IB 10 Yen
Go to Goldman, enter into an asset swap agreement or use it for collateral to borrow 10B. Spend it on hookers. Win
Will we have free money in the metaverse too? Then it will be almost as good as the real world
1. No bid , ask=100
2. Bid = 100, no ask
3. No bid , no ask
How do brokers calculate PNL or margin for these cases?
Musk also said the same thing
Elon Musk says Bitcoin is 'almost as BS as fiat money'
Well if the sell rule is just an arbitrary stop loss with no positive expectancy then it's also like a sort of coin flip. Only a form of risk control
Your chart comparison doesn't seem to take into account risk adjusted returns. You can't tell if you are better off just doing a leveraged buy and...
Do a PNL/equity curve correlation to buy and hold SPY. It should be interesting too
Thanks very informative.
Does your TS backtest show the sharpe ratio as well? or at least profit factor for those periods
Can you show the backtest for 2008 to 2009 and full part of 2020
Github has tons of projects
Separate names with a comma.