Recent content by AItrader

  1. A

    Algorithmic trading for hedge funds: hedging techniques and application to a folio

    dear Fullautotrading, I believe that you have taken the right decision. There is no point in continuing an experiment after one realizes that the environment (the lack of the suitable margin regime in the IB testing account) is biased negatively. I hope that you also contact IB to ask that...
  2. A

    Algorithmic trading for hedge funds: hedging techniques and application to a folio

    Hi Fullautotrading, thanks for your continuous updating of your journal which I find interesting as always. I am wondering what you have learned and what then you have changed (if anything) in Gbot algorithm taking into account the period when the profit went from 0 to -300K+. I am wondering...
  3. A

    Algorithmic trading for hedge funds: hedging techniques and application to a folio

    Hi fullautotrading, as it seems that the RegT margin regime is not allowing Gbot hedging strategy to work. Have you considered to switch to a different margin regime more suitable to Gbot? Regards, AItrader
  4. A

    Trading algorithmically a folio without stops (with IB), real $$$

    Hi Fullautotrading, can you post what would be the current positon of the investment in Gbot? I assume that Gbot would have recovered in a couple of days? Could you please post the rough profit estimate and detailing the investment situation? Probably because Gbot has been stopped you cannot...
  5. A

    Trading algorithmically a folio without stops (with IB), real $$$

    Hi Fullautotrading thank you for explaining the hedging procedure in full details. It seems that a key point is the determination of the distance between prices when novel trading actions are to be undertaken. Have you had any thoughts to share on how to determine that? I hope that...
  6. A

    Trading algorithmically a folio without stops (with IB), real $$$

    Hi Fullautotrading, could you post some examples of investment situations and their relative "right most rational hedging actions"? Detailed numerical examples, please, not just qualitative descriptions. That would really help in undestanding a part of Gbot hedging activity. Thanks!
  7. A

    Trading algorithmically a folio without stops (with IB), real $$$

    Hi Fullautotrading, thank you a lot for the update. If I remember correctly, in the past, you (as the investment manager) have manually forced Gbot to overload on some assets (possibly the ones related with metals?). Would it be possible to show the two investments components in the...
  8. A

    Trading algorithmically a folio without stops (with IB), real $$$

    Hi Fullautotrading, please keep us posted on Gbot. How is it performing at the beginning of this week? That would really make for a post interesting to read. Thanks!
  9. A

    Trading algorithmically a folio without stops (with IB), real $$$

    Hi Fullautotrading, cc: Mo06, jcl366, smallstops, etc. Fullautotrading, thank you for your continuous updating on Gbot performances. It shows balls to honestly display the journal of the trading journey that you are making both during profitable and not profitable phases. You have said...
  10. A

    Trading algorithmically a folio without stops (with IB), real $$$

    thank you Fullautotrading for your continuous update of your trading activity As you are planning to move trading leveraged instruments toward not leveraged ones, and maybe also from index/sector tracking ones to single stocks, it would be interesting to keep track and talk about the...
  11. A

    Trading algorithmically a folio without stops (with IB), real $$$

    Hi fullautotrading, could you please comment on the tendency toward loss of the profit / blue line that is displayed in the figure? I would expect that the profit/blue line would display either a positive drift or an horizontal drift with larger or more frequent peaks toward positive values...
  12. A

    Trading algorithmically a folio without stops (with IB), real $$$

    Hi fullAutotrading, it is really evident that the trading strategy implemented in G-bot has attracted a lot of attention but not a shared (that is the keyword here) understanding of how G-bot operates. I then would like to suggest that you try to provide an algorithmic commentary to some of...
  13. A

    Trading algorithmically a folio without stops (with IB), real $$$

    Hi fullautotrading, thanks for posting additional comments. Still however I cannot understand what are the triggers to activate a scalping/hedging games in the graphs above. At the same time it is not clear what how you define a scalping/hedging game in the context of a player. I am...
  14. A

    Trading algorithmically a folio without stops (with IB), real $$$

    Hi fullautotrading, thank you for posting constant updates on your portfolio management system G-BOT. Could you please include a little text commentary in your posts to explain what and why the shown changes (in a post) have happened according to your strategy? It would be really...
  15. A

    Trading algorithmically a folio without stops (with IB), real $$$

    Hi Fullautotrading, thank you a lot for you continuous updating. I am very eager to read about the novel game rules that you have developed recently. Please let us read about them soon. Thanks!
Back
Top