For a buy and hold position, taxes are far worse if you are using options and rolling every few months.
Different microstructure across markets. Tick size most importantly. Logically, futures with big tick sizes would gain the most from passive...
Would be interesting to see the breakdown by future (provided you have enough data). My bet is there would be some with a graph like a straight...
Buy real assets like real estate or gold. They would retain their value when currencies collapse (as opposed to buying foreign currency which...
You could set it to reboot every weekend, so even if you are lost in the desert for a few months, the most it would be offline is one week.
Holding a rates future is not the same as betting on the underlying spot rate. You earn the futures roll. It's the same reason why it could...
Rebalancing to your target asset allocation would capture some of this buying the dip effect. Since the equity portion would be underweight, you...
The stock market dropped? Hard to know without any more specifics on asset class and trading style.
No idea what you mean by pay for play or "halvsie", but the sharpe ratio metric is independent of the volatility you set the strategy to. EDIT:...
I hope you were joking. Sharpes higher than 2 are difficult but definitely exist in professional circles. I am not vouching for Tradator, but...
Have you done any backtesting on that mean reverting strategy? I would be surprised if it would actually be profitable in today's environment as...
In my experience, the carry factor has a higher beta to the stock markets than momentum, so it is less effective as a diversifier if you are...
If you really trust in the edge of a system, delaying capital allocation is always suboptimal. In the index fund investing world, there is a...
Someone who is a professional in a field earns a living from that profession. To be a professional trader is no different.
Bad luck, overnight news tanked the markets...
marameo, have you done an actual backtest on those rules you posted? The last time I checked, the original turtle trader rules haven't worked...
How much are you earning vs how much are you learning?
Great year GAT! Surprised to see your systems are doing so well when the traditional trend followers have been getting hurt lately. Are most of...
And if you just want to obsess over equity graphs, here's a site full of them for various hedge funds: https://ctaperformance.com/
The best quantitative hedge funds in the world produce returns in the 20-30%/year range. And this is by having armies of quants and programmers...
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