Recent content by jclaruelle

You can trade bitcoin derivatives here: https://www.cryptofacilities.com

For the moment we did not conclude any partnership. So the offer is still open. If interested yourself PM me for the details please :-).

Hi, We are currently seeking partnerships with market makers for running Market Making businesses in new derivative markets with great growth potential. Market Makers will take their own positions on these new products and will win a part of trade fees for providing liquidity. Hedging with...

Thanks for the answer bs ! On Monday I sent trhough IB a pegged-to-midpoint order at 10:00 am on stock CSC. Limit was sent on the bid for a sell order. It executed 13 minutes later. Does it sound normal ? CSC has good volume. But how is it with less than 1 Million shares per day volume stocks...

I have 2 more questions for those familiar with pegged orders : - what is the probability to be executed if you direct your orders exclusively to ISLAND : how much average time will you stay before being executed if for example you sent a pegged-to-midpoint order - how can you verify that your...

95% is widly used in statistics to define a confidence interval. Regarding the MC method for drawdowns, it just tells you that you should not encounter such a bad drawdown 95% of the time (for example 95% of the years if you evaluate drawdowns per year in your Monte Carlo Simulation). If it...

Stop your system when it shows drawdowns that are worse than 95% of the drawdowns that could have happened by chance alone. You can use for example a Monte Carlo simulation for that purpose: take your backtested results and run a Monte Carlo simulation of drawdowns. However, you must be sure...

Yes but it could be interesting for him to have percentage of your gains : this way he will diversify his risk because he will not take your losses (zero risk for him on your part) It depends on your initial capital but that could interest him ... JC

I would say a percentage of the gains JC

Difficult to cover all aspects (backtesting and statistical analysis) in one book. You should find what you want in those 2 books : - "Design, Testing and Optimization of Trading systems" by Robert Pardo (for the backtesting part) - "Evidence Based Technical Analysis" by Aronson (for the...

I've got 2 screens (19'' inch each) and that's very comfortable. Much more comfortable than a single screen even if the single one was larger. Just an example : when you work with 2 different windows, you can maximize each window on one of the 2 screens (it maximizes in the screen it was...

Perhaps he heard "avoid the bell curve" from someone who thought "pure random walk" when he said "bell curve" .... and as it is not possible to make profit from a pure random walk ... it should probably be better to avoid it ....

The Bell curve is the form of the distribution of returns used in the random walk model. Also known as "Normal distribution". But traders know that this distribution is a great approximation of the market returns distribution, this one having usally (depending on markets) fater tails. Perhaps...

Alan, Thank you very much for all the information you give into your posts. It's always interesting and very well explained. I really learnt a lot reading this thread. I think I understood most of your management techniques but there are 2 points that are still not clear for me: 1)...