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  1. My goal is to make at least 30% per month

    It sounds like OP believes that the vol crush since the start of July is normal and that no-one has ever heard of being short gamma; that bad...
    Post by: Quiet1, Jul 24, 2016 in forum: Journals

  2. Long and Short ATM Straddles are Dead Money - But a very accurate indicator of future stock movement

    To be fair, it's only bollocks in the sense of eliding long run p&l expectation, in which case he's probably not that far wrong, and the p&l path...
    Post by: Quiet1, Jul 18, 2016 in forum: Options

  3. COT report (commitment of traders) question

    I think you have to look at these things holistically. The futures market is only one part of the jigsaw. So, for example, maybe at the 5yr level...
    Post by: Quiet1, Jul 14, 2016 in forum: Trading

  4. Trading Corn Futures on IB vs IG via Spread Bet

    A few advantages to places like IG: - with IG you can ask them to automatically roll your position on expiry. - you trade in your currency, not...
    Post by: Quiet1, May 12, 2016 in forum: Taxes and Accounting

  5. Fully automated futures trading

    Ah cool, get it now. Thanks for the explanation. It seemed to come out of nowhere in their modelling with an unexplained constant or two...
    Post by: Quiet1, Dec 4, 2015 in forum: Journals

  6. Fully automated futures trading

    Nice update, thank you. If you get a chance, perhaps next time you update it would be good to know your thoughts on the recent AHL team...
    Post by: Quiet1, Dec 4, 2015 in forum: Journals

  7. US forex broker for mid-long term positions? IB interest is killing me

    "...without the broker cut.": broadly speaking, since you are entering into an fx trade, you are lending at X%-cut on the long side and borrowing...
    Post by: Quiet1, Jun 8, 2015 in forum: Forex Brokers

  8. US forex broker for mid-long term positions? IB interest is killing me

    So the benefit of the future v spot fx is that the financing cost is "built-in" to the price without the broker cut.
    Post by: Quiet1, Jun 7, 2015 in forum: Forex Brokers

  9. US forex broker for mid-long term positions? IB interest is killing me

    Of course they do (for positions held post NY close). FX is equivalent buying cash in one currency with the proceeds of a "short-sale" in another...
    Post by: Quiet1, Jun 7, 2015 in forum: Forex Brokers

  10. US forex broker for mid-long term positions? IB interest is killing me

    The future should represent the keenest implied interest rates available, ie it should work out to cost a little bit like IB's rates excluding...
    Post by: Quiet1, Jun 7, 2015 in forum: Forex Brokers

  11. Python - Read and split lines from text file into indexes.

    double checking the time to save now on my laptop (ie not same machine) I get about 0.17s to save the data to csv - meaning time from before...
    Post by: Quiet1, May 16, 2015 in forum: App Development

  12. Python - Read and split lines from text file into indexes.

    So on Windows (8.1) on same machine but with original 3yo SSD I get 1.25s (worst of 3) to read a million lines (compared to 1.15s on Ubuntu)....
    Post by: Quiet1, May 16, 2015 in forum: App Development

  13. Python - Read and split lines from text file into indexes.

    I revised the test to use the sample data the OP posted. It's now actually faster. The code is in the attached text file. It generates the test...
    Post by: Quiet1, May 13, 2015 in forum: App Development

  14. Python - Read and split lines from text file into indexes.

    The Dropbox client is python btw afaik so while not algo-trading complexity its still got to run for a while, behave and not fall over (in...
    Post by: Quiet1, May 13, 2015 in forum: App Development

  15. Python - Read and split lines from text file into indexes.

    Yes I'm sure using the data he posted will make a bit of a difference. If I get a chance later I'll mock up a better test. Interesting difference...
    Post by: Quiet1, May 13, 2015 in forum: App Development

  16. Python - Read and split lines from text file into indexes.

    10million lines is roughly 10 times slower so ~18s.
    Post by: Quiet1, May 13, 2015 in forum: App Development

  17. Python - Read and split lines from text file into indexes.

    I think C# is great and am quite excited MS seem to be backing Mono guys. I also think python is great and widely misunderstood but nevermind....
    Post by: Quiet1, May 13, 2015 in forum: App Development

  18. Japan Spirals into Bankruptcy?

    Ok I had not considered wholesale bond cancellation. I guess the point here is that something must crash - save the JGBs by ruining the...
    Post by: Quiet1, Oct 27, 2013 in forum: Economics

  19. Japan Spirals into Bankruptcy?

    Yes that's possible I agree. I just wonder about the crisis-scenario endgame? How do you solve a crisis created or at least popularly associated...
    Post by: Quiet1, Oct 27, 2013 in forum: Economics

  20. Japan Spirals into Bankruptcy?

    I'm probably being too simplistic: either they are on a path to normalisation (little JGB fall due to inflation) or crisis (large JGB fall due...
    Post by: Quiet1, Oct 27, 2013 in forum: Economics
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