Recent content by R1234

It's all about how good the strategy is. If you have a strategy with an annualized return of 40% with a Sharpe of 3.0, you can charge them 2 and 30 and reveal nothing to them. They will literally be begging to invest. I have such a strategy I trade with my own money, not making it available to...

Fidelity's working fine for me. But can't login to Schwab

Feels like an overshoot. Reversion to the upside tomorrow.

at least he's not wearing seersucker suit with capri pants :D

There used to be an FX carry etf years ago which was called DBV if I recall. But it shut down. Why not just do futures? No financing or ON swap games there.

here's the WMA trend following program from Dunn Capital since inception in 1984 versus SP500. Looks to me like it's very much alive

in the US people who trade like that do an section 475 MTM status where you just pay taxes on end of year net gain. Futures contracts also offset gains and losses equally

Gruesome must've short circuited his brain. Dems + spending cuts do not compute.

diversifying is another way to avoid placing stop losses. Haven't done the analysis but from experience, I can tell you that the risk of ruin goes down geometrically with each new uncorrelated system you add to your portfolio

Maybe I'm mistaken, but what you describe sounds like T+0, not the T+1 that is coming. Let's say that in a cash account you buy a stock for the full value of the account and sell the whole position an hour later, that cash will not be settled during the same session, and you cannot buy/sell...

That will hurt me. I'm grinding out smallish returns doing intraday market neutral stuff, lots of portfolio turnover. Every year it's something else. They certainly don't make it easy to earn an honest living.

I find stack overflow piecemeal and time consuming to sift through. I'm actually a decent programmer in C and Fortran. But to my old brain, Python feels like an ad hoc collection of arbitrary constructs thrown together.

sure. Here was the question I posed to GPT: dataframe RawStream has columns DateTime and Price. dataframe EarlyCloseDates has a list of dates. For dates that are in EarlyCloseDates, I want to filter out data after 1pm and here was GPT's first response: To achieve this, you can first convert...

I used to occasionally hire Python and R programmers from Fiverr and Upwork in the past years. Nowadays I use ChatGPT to spit out code for me rendering the programmers unnecessary. I'm a very small example but it's got to be happening on a much larger scale.

I recall listening to a 'Chat With Traders' episode interviewing Kullamagi a few years back. I assume they do some due diligence on the guest's performance claims before bringing them on?