Sorry, I don't understand. What do such covenants typically look like? Thanks.
About as much as Stalin was a Capitalist. :D
A strategy where you put in more money if the strategy works is not necessarily a good idea. More often loses come sudden and unexpected. This...
Not in the market today? Giant turnaround. I'm about flat with my overrides.
How do you know he is down in August? Yeah, well often highflyers come back to earth. I'm thinking of Peter Thiel and Victor Niederhoffer....
Berkowitz likes it. Biggest position of his huge FAIRX fund. He lost quite a ton with this position though....
Still alive? Has a very 2008-like feeling to it.. gosh
I experencied something similar, but I staid out the last 3 days, which saved me a good chunk of the inevitable drawdown. Question is, whether or...
Anyone using AD via API? Seems very buggy and not fully supported, unfortunately.
I was thinking about a stock like EW which went from 90 to 70 without any reversal. Strangely enough the news was very positive, but I suppose it...
Rol, do you trade stocks which have released earnings? Quite a few of them fall throw the floor last week. Thanks.
What kind of daily returns and volatility is that? Looks pretty good to me, like a 2+ sharpe. In general it is best to have a basket of strategies...
I have looked at the backtest results and followed the discussion on what I would call the 'averaging problem'. After a lot of work in this area I...
What I mean with growing book value is the following. The investements of Berkshire such as KO, WFP, AXP are marked to marked. These public...
Hi, great thread. I have bought a very long-term position in BRKB. Is this a trading position for you? Book value is 1.1, which is the lowest...
The only real alternative I see is Lime. IB doesn't offer the data feed for doing trading based on LevelII. Iowever if I don't do a million shares...
Yes, I'm aware of the costs for 'real' HFT. I should have been more precise. With HFT I mean here something like 1000 trades a day or more, not...
Thanks for clarifying. What I mean is for example: for every stock in the S&P500: a) Request a quote for a stock (100ms) or receive a...
Anyone running Highfrequency strategies with the IB API? What throughput do you have? thanks.
Yeah, one could say that we are coming off historic lows in terms of valuation. In March 2009 AXP sold for 5 times earnings. The market is flat...
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