Recent content by bln

Nah.. one can modularize it and hand out smaller pieces to cheap devs in Africa, East Asia, South America, etc. Then you run tests of the API + latency time and they only get paid if it performs according to spec.

That would suck.. better make sure it's bug free and that one gets to OK every purchase/order by answering Yes/No.

A personal AI assistant that one can offload boring tasks to would be a great thing. Booking of airplane tickets, hotel rooms, event tickets, yachts, hookers and bags of.. stuff

Does not matter where you go, it all ends up the same. People that are sitting on valuable info want equally valuable info in exchange, otherwise they wont participe. So it will end up with 100% clueless fools and beginners. Successful traders usually meet up with people they know and trust in...

As much as possible. Leverage does not increase risk, that is a misconception.

Ego reasons mostly. Want to make a name of yourself, acquire fame and become known by people. Get more and better women? that is a huge driver for male traders to be more public about yourself and what you do. Some successful traders/investor start businesses out of boredom. Trading/investing...

If one got the statistics tilted in ones favour you are the Casino, and the one on the other of your trade is the gambler. You are garanteed to win and he is guaranteed to lose (given that statistics hold up of course).

I do get that risk/reward is the same at equal draw down. But one got to give the strategy leeway to perform within the bounds defined by observed strategy metrics to let it do its thing and perform optimally. An other issue is possible strategy degradation over time. If one got a hard floor on...

The full kelly risk strategy will start to diverge and outperform more and more for each passing year.

It seams running full kelly on a part of the capital and keeping the rest in cash balance will produce the same percentage return after 12 months duration as running half kelly on the whole capital available. Even if max draw down are higher on part/fraction of the capital. The worst case draw...

I'll take syntetic delivery by putting in a MOC order in advance for equal dollar amount in ES, SPY, VOO, whatever

Depends on your objective. I had a bunch of cash that I know I wouldn't use to make a single trade or investment with for the near time. "I'm sitting on this pile of cash that I will do nothing with for the next 2-4 months. I want to stack some extra percentage points on top of what the US...

CSP's worked well for me. I have used CSP in the past on SPX to harvest elevated volatility. I did use a simple strategy. a) cash parked in US T-bills 1-3m. b) wait for -5% decline in SPX from all time high. ie: trigger price = all time high price * 0.95 c) issue a ~90dte put in SPX at a...

Thanks for the input, appreciated. Yes, I'm also dealing with this issue as I'm running a multi-strategy portfolio. I've chosen to allocate fixed sizes to each strategy, at least for now. Makes it a lot easier with sizing as I can look at each strategy as a unit. I don't allow for overbooking...