That's super helpful, thanks for the info, that's another great option to sell fx option, I hope the liquidity will not reduce the performance of...
I am trying to paper trade a strategy that involves selling an OTM put on a currency after a up gap day, neglecting the part of weather it's a...
You poor quant, such a simple question and so many irrelevant answers, here goes : You may calculate the annualized vol by a simple rolling 90...
Actually the results for buying when it's over a specific MA are worst than the model with no limitations, that's because you don't time the...
It's not my model, it's a simple "buy 1000$ every month and hold" approach, you start with 0$ and increase by 1000$ every month, at the end of...
I have tested buy and hold with the following condition - Buy 1000$ SPY at the beginning of each month, during 2001-2021 The results are as...
Very well done, thanks for the analysis
I'm not sure I agree, if my portfolio is large and I have a low vol strategy, that generates an income. At the end of the day you take the $ not...
This probably was painful in the past month as both gold and QQQ took a dive, but I guess it's profitable in the long run
The problem with approach might be that the larger the portfolio becomes, the larger the drawdowns and the longer the recovery time
Passively investing in the stock market has its advantages – it takes very little effort, no homework required, in fact, no knowledge is required,...
The VIX hasn't been in these levels since 2/2020, and still the markets are not that calm, the last month was volatile and directionless, usually...
I'm also not a big fan of him, I highly respect the knowledge and the performance of his funds over the years, but lately he had become paranoid...
Great idea, that way there is a discussion about the expectations of market returns, that's a true gem, Thanks
Right, but even then when you try to send the message that 15% / year is actually not bad, it sounds low compared with the media stories on X00%...
I don't think there's anything someone could say to stop the horror, it's calibrating expectations which you can't do without real experience
I really like this approach, they can have a 20k portfolio for live trading but another 100k for paper, that way they have the feeling of playing...
That's flexible, I can teach any reasonable approach
Exactly, it's hard to explain this concept to a newbie, a new trader enters the market with expectations to double every few months, like he saw...
No, that's thing
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