Recent content by trade4succes

About this "legging risk": why not just enter with a limit on the costly to fill leg, then market in on the other? You will not get the exact price, but sometimes it will go in your favor, sometimes against you. It's a wash in the end, unless you are a HFT/scalper of course.

From experience: Most likely the simulator was too generous. I consider sim trading useless for testing most scalping strats.

Have been googling but can't find anything about this, can you share a URL or something?

Look for unusual CEO's private jet's itineraries.

very awesome, read like a thriller!

Pair trade, long small, short large caps?

Awesome! Question for the blog sent.

About water always seeking its level, Soros would disagree (Reflexivity).

Nothing wrong with specializing in one aspect of trading and leaving other aspects to collaboration. What I am more skeptical about is the value of (traditional) ML for trading, as the data is too noisy.

Even if it did become the main source for monetary transactions. It can do so at a value of $0.01 or $100k, what would it matter?

Now suppose there is utility in bitcoin. What's the connection between utility and price of bitcoin? I still think there is zero to none. Bitcoin can have utility but be worth almost nothing or a million. It doesn't matter. What matters is that in the long run the only value it has is what a...

Great stuff again, Peter, thanks for your sharing!

First look for your edge, then design a strategy around it. There is no edge in "strategy" alone.

Supposedly the volatility risk premium is real, so it should work, theoretically..

Good if it works for you, but in general theta decay is not an edge in any way.