Anybody have experience running SMAs at IB? From what I can tell you can just trade an institutional master account and have the SMAs basically...
If I had the "problem" of getting taxed at 70% on income over 10MM that would be awesome!
I will also add, even if you have a strategy that "only" has a sharpe ratio of say 0.5-0.7, that strategy can still add a huge amount of value if...
Maybe the 1.5 Sharpe is not a hard rule? Makes you think why did they put it on there in the first place though. I agree about the Sharpe ratios...
I am a big fan of Y Charts. Not free but not super expensive like Bloomberg
Fair enough, even though I bet just daily account values are sufficient. Its more about everybody's paranoia regarding trading secrets. Its my...
It doesnt say "give all your trades" . It says show the track record (probably in the form of daily returns). Any serious PM job would ask the...
Thanks for this report, it was an interesting read (I just read the short vol part). Certainly would have to keep a short position in VXX as a...
I totally understand that this can rip in your face >100% as I mentioned. Even with that risk, if you keep you position small/manageable...
I'd love to hear some other trader's opinions on this. VXX, Barclays ETN that tracks the first 2 VIX futures contracts, is down something like...
Right, gotcha. Appreciate the help!
Gotcha thanks for the help. So lets say in this example I short $10,000 worth of a security. I would basically owe the lender (0.03/360)*10,000...
Making sure I am thinking about this correctly. On IB's SLB tool, I see a security with a fee rate of 3.0% and a rebate rate of -1.0%. Since the...
Yea thats what I figured, thanks for the help.
Hey guys quick question regarding margin interest calculation. Thanks in advance. If I had say $100,000 in equity and bought $200,000 worth of...
Thank you for this information.
Thank you very much for the detailed response, as this is not my area of expertise it is very much appreciated. Would you mind expanding on why...
Any good general commodity ETFs (mostly passive exposure) you guys like? I know the asset class in general has been terrible the last 10 years,...
Hey man I would check out the FRED website (St Louis Fed) See link below https://fred.stlouisfed.org/categories/115 If you know how to write...
You can get that from Yahoo Finance. Quandl as well
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