Check out the Kelly ratio, that's probably what you're looking for.
I'm German resident, but not German citizen. Frankfurt is interesting as it's quite "un-European", but it all boils down to what you're looking...
Last week, U.S. stocks rose to end at record highs following solid corporate earnings and better-than-expected job gains in April. On Friday,...
Interesting, I saw that the TARP amounted to the entire historical budget of NASA - now the US is no longer able to send people into...
Both yes and no. Southern Europe have been on a spending spree, while Norther Europe has been rather thrifty, despite the boom years before the...
Scandinavian countries have social democracy, which is different than socialism, which from a strict academic standpoint never really have existed...
You're right, poor Average Joe who's losing one tic in slippage on his monthly trade to the hideous HFT traders... ;)
Go figure.
Never stated that. Strange if you haven't noticed claims against HFT for being illegal/unethical though...
http://www.rollingstone.com/politics/news/everything-is-rigged-the-biggest-financial-scandal-yet-20130425 Just a counterweight to all the HFT...
I used to live in China for six years while having IB as broker - they have something called "Asia Gateway" to overcome the Great Firewall of...
Please post KPIs like sharpe ratio, std dev, max dd etc for proper evaluation. And post equity curve if possible.
Can't imagine many that would disagree to that!
Hi all, I currently have a working automated ES trading system that trades on a daily basis (only intraday). Would it make sense to replace the...
You'll always have occasional drawdowns. As long as you have these also in your back tests and they recover afterwards so that you can still see a...
Btw, there are 252 trading days per year, or?
I can't see how that equation would work out either - currently you can't trade more than one contract per USD 3,680 according to CME, personally...
I understand, but the question is, since my algo "assumes" that all orders get filled, I don't have any other option than placing market orders....
Isn't what you mentioned above what happens by default when place a market order?!
Spread is always 1 tic with ES, so in this case they are the same.
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