Recent content by none4425

1) Cross Hedging 2) Capital Efficient Strategies can you give some sources on these please? or what do you mean? capital efficient as in kelly, diversifying accross markets, diversifying strategies etc.? or something more advance. I agree with you btw. Acrary has helped me massively

Can you elaborate? Who is brooks? What is R?

Looking for patterns seems like something that can be easily done with machine learning... But of course that doesnt work, and the way stocks move aren't random or statistical. They move based on people making real trades, buying and selling at specific levels to points of liquidity in the...

I've run backtests on multiple systems for scalping the 5 min. On 8 months of data simulating around 1000-5000 trades. (Warning: next part is boring. For the tl;dr go to last paragraph) Literally nothing works. The best edge I've found is around 1%. Which, to be frank, is more than likely just...

Suppose I have backtested my strategy. 800 wins and 800 losses. With each trade having an average r/r of 2:1. However each trade has a different r/r. So one trade might be a r/r of 3:1 and another a r/r of 1:1. Should the kelly still be calculated as (2 (average r/r) * 0.5 (win rate) - 0.5...

What are some of the illegal things that market maker's can/can't do. Or some things they used to do but are now illegal?

Can you explain how this works? does it mean i need to use a broker like IB to use it?

I am using IG atm but the spreads are huge

How exactly are you hedging? leveraged shorts? buying further OTM puts?

The longer the time, more chance something unexpected may happen (thus more volatility). Besides, over a long time things may change so much that they become even more "unpredictable". Although we just can't predict. Thus LEAPS are underpriced, and short term options overpriced?