"I am a brilliant trader who can beat any algo" Also "I am paying $7 to trade mini NQ" Hmm.... GAT
That might be relevant if I traded a long only strategy with S&P 500 stocks Whilst in fact my correlation and beta to that are zero. GAT
I use IB, I think most people on ET do but there are others. On say mini NQ they charge $0.25 per contract. GAT
https://www.elitetrader.com/et/threads/fully-automated-futures-trading.289589/...
About 50 trading rule variations on around 200 futures GAT
No it will most likely reduce positions GAT
No, you have misunderstood what type of algo trading I am doing. My average holding period is a few weeks. I probably trade fewer times than you....
Just competing against someone better doesn't automatically make you better. It might plausibly help in something like chess, but not in trading....
No. This can happen anywhere where there is luck as well as skill. Over a single month, outcomes are almost entirely driven by luck. What is the...
I've 100% no idea what you are talking about there. But let me try. Of course it's a numbers game; you can't trade systematically unless you...
Trading is weird. Is there any other field of human endeavour where uneducated amateurs consider themselves superior to professionals? Except...
Sure My full list of positions is published daily here: https://github.com/robcarver17/reports/blob/master/Risk_report My full list of...
I don't normally lower myself to this sort of debate, but I'm feeling combatitive so what the hell. Yes, I made more than you did this month. Not...
oh yes there is
Optimal rounded seems to make sense, but personally I would want to investigate this in isolation before implementing it. Greedy search in both...
That doesn't count you need three physical versions if you are absolutely serious about trading, and you get a free kindle version with each...
Since most of your questions have been brilliantly answered by others I will limit myself to what new information I can add. 2. I am not sure...
As I've said I now use SNAP, and it will be interesting to see my execution figures for the last 12 months which I will get round to at some...
++1 for this. Circuit breakers are rare, and if you're trading slowly enough are irrelevant Rob
This is similar to what I do; pst has varous roll modes to support this: - passive as described above - actively closing the position in the...
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