Recent content by wfeagin3

My budget is small. I don't mind making a one time purchase of a few hundred dollars. I've looked at those but haven't seen the boiled down information that I'm looking for. I'm finding where I can buy tons of information that I don't necessarily want. Thanks for the reply!

Has anyone found a good source for quarterly fundamentals for US stocks that goes back at least to the late 90's? Ideally it would be in csv format. I know you can go and get the individual reports and such from some websites. Or you can purchase a ton of fundamentals in a daily format. But can...

Thanks for the reply. Sounds like I would be locking in some losses. I most likely will hold my positions to avoid locking losses in. And rebalance when I'm back above initial margin requirements.

When I backtest and am in a drawdown, yes, I get close to that leverage.

Can you rebalance a portfolio that is on margin if you are below the 50% margin but above the maintenance requirement? Would rebalancing require you to meet the Reg T initial margin requirement? I have a risk parity portfolio that I am going on margin with and backtesting over the financial...

I see what you are saying, but I haven't seen a huge difference with the ETFs that I am watching. Surely there has to be a portfolio of leveraged ETF's that can work without significant time decay. You are right that they are awesome for swing trading though. If you don't like the leveraged...

volpunter: I am not at a high level of proficiency in programming, but I am managing to do some basic things. All I am trying to do is analyze some data and crunch some numbers. The run time takes forever so parallel processing would speed things up. Thanks for the warning though.

What balanced portfolio of leveraged ETFs (2x, 3x) do you like for a buy and hold strategy? How would you deal with the added volatility of these ETFs? How would you mitigate some of the additional risk involved (ex. use covered calls)? Please provide percentages of the allocations as well...

I currently am having trouble trying to get my "embarrassingly parallel" backtesting code converted to a code that will do parallel processing. # Code Start input 1 = [AAPL, GOOG, IBM, XOM] alloc = [] for i in range(0,10): for j in range(0,10): for k in range(0,10): for m in range(0,10): if...

underfined, How is your system doing? Any updates that you would like to share?

It is very important. I have not done any dynamic programming to account for this. My thinking is that if I have small orders in a very liquid instrument, then I will just use market orders. To give you an example, my average daily volume is around 10,000 shares per instrument. The instruments...