@AMP_Futures Why does Teton order routing still have more puniative margin requirements in the US overnight session compared to other order routing like CQG or Rithmic?
There is lost of variations of Martingale. One that does what you allude to was 'devopled by a French mathmatician: Jean le Rond d'Alembert.
His Martingale variations are commonly known as D'Alembert gaming/betting strategies.
At the simplest level, wheras Martingale sequence goes 1, 2,4, 8...
AMP are quoting only a US$50 day trade margin:
https://www.ampfutures.com/trading-info/margins/
I am surprised, as like you I thought proportionally it would be US$100.
AMP Futures explained it quie well here: https://support.ampglobal.com/hc/en-us/articles/360061778393-Hong-Kong-HKEX-Trading-has-been-Disabled
US Treasury confirmed that futures and stock indexes that comprise those companies are also covered by the sanction.
What interested me as a non US...
Thanks Mark, very thoughtful comments. I admit his comment about not seeing anyone last for 10 years is the one I focused on. I have thought about that quite a bit in the context of 'dropping' a normal career - can I actually keep up the stamina of day trading, day in and day out for 10 years...
Thanks Mark,
I should have been clearer in my question.
I was thinking specifically about these sorts of comments they made:
1/ "Most of the 10% winners is due to luck in a snapshot, on a rolling basis nearly everyone is losing on shot time frames. The market moves to liquidate you, it really...
Hi Mark,
I know this is off topic, but I would appreciate your thoughts on these posts based on your years of experience in the game:
Proof that scalpers can make money
Proof that scalpers can make money[/URL
Proof that scalpers can make money
Hi Mark,
Third question:
In the main model in post 1 where you quoted performance for it running 24 hours a day. Do you have a daily loss limit/drawdown where it stops trading for the day? When running it what does history show for the number of losses in a row?
When you run it under your own...
Thanks Mark,
Yes by all means post a .pdf as others may find it useful as well.
Second question: you mentioned about adding contracts over time without adding additional risk. I think you said its starts with one car and builds up to 10 cars.
What method is it using to determine when to move...