Recent content by quiper

  1. Q

    Diversified Algo Portfolio Allocation vs SP500 Index

    Just small correction - the system he is renting has total gain 84,8% over 2 years (not 100 per year) with drawdown 40 % (based on your screenshot). Just be carefull. Yes, he has currenctly good results in the competition, but beleive me - it is pure luck based on very high risk taken.
  2. Q

    Diversified Algo Portfolio Allocation vs SP500 Index

    You are talking just about returns. But look at the risk too. This guy had more than 40% drawdown. So if you subscribe to such a strategy, you have to be ready to loose at least half of your account in next few month as this is quite possible.
  3. Q

    Fully Automated Stocks Trading

    Val how do you handle usd/cad hedge for short term trading? Do you have account in cad?
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    Fully automated futures trading

    Hello Rob, as non-programmer I am trying to go slowly through your pysytemtrade, learn and try to code different stages in my platform (amibroker). I notice there are sometimes big gaps in prices in directory adjusted_prices_csv – like in ES500 -...
  5. Q

    Fully automated futures trading

    Thank you. Is it correct to assume that different trading systems with the same risk target will have similar probabilities like the one published in Table 11 of the book? Or do you think different trading styles will lead to different probabilities with the same risk target?
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    Fully automated futures trading

    Hello Rob I am reading your book Leveraged Trading that has a lot of new concept for me that I try to understand. Currently I am bit stuck with “Table 11: Chances of a given annual loss when running the Starter System”. How do you come to this table from standard deviation and mean? I would...
  7. Q

    FOX/TFCF Merge - please help me understand situation on my IB account

    Hello, I hold 31 FOX stock at the beginning of March in my Interactive Brokers account. Now after the Merge I have only 10 stock. It was a swing trade and I would like to now close the position. Can I? Will I receive some other stock in the future or I am left with 10 FOX stock? Thank you, Senn
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    Quiper emini journal

    Thank you cunparis, You are totally right. I have done the trip SIM --> Real money --> SIM etc several times in the past and this is just the best time I have to do it again. The best is I have now learned so much during the past several months from my live trading that I have lots of...
  9. Q

    Quiper emini journal

    2010/11/17 Actually very good day. I was very disciplined and did do any trades as the market was dead. I have started to watch volume profile with the PA (not on the screen). What was interesting – I noted area 708.5 as potential entry for short about 1 hour before the market get...
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    Quiper emini journal

    2010/11/16 My mind was too influenced by Monday loss. Although the market was nicely trading I didn’t trade well and stopped trading after first serious mistake. Trade 1. Very nice trade. Got my setup, went short. I was not greedy, and when the market stop I took my profit +96 USD...
  11. Q

    Quiper emini journal

    2010/11/15 I traded VERY badly today. These are the days they stress me for some reason and these are the reason I cannot move to trade more contracts. It just happens that in some day I just go like crazy and loose half what I made previous month. What is really interesting markets...
  12. Q

    Quiper emini journal

    Short Friday evening recap. Here is equity of all the trades I took live since 2010/10/26 I have started this journal. I will do my weekend review but have to say that so far keeping this public journal really helps to keep my discipline with live trading. I know that the profit is noting...
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    Quiper emini journal

    afternoon trade:
  14. Q

    Quiper emini journal

    2010/11/12 Trade 1: 723.8 was todays open. Market got over this S/R level and was testing it several times. Bought it but didn’t like the overall situation. Had more bearish bias. Was waiting for some spike up, but didnt happen. Killed the trade at first sign of weakness. The trade...
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