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Actually these were not exactly my results. I just wrote them approximately as I was remembering them. Here are the final returns : 1.2006 27.10% 2.2006 9.88% 3.2006 7.46% 4.2006 27.35% 5.2006 3.36% 6.2006 9.01% Mostly everything out of statistical arbitrage on US equities and short...

+27.3% for april +3.7% for may

No "100% automatised system trader using order book choice" ?

Perhaps mine ?

I was professional senior quant. I better earn my life trading on my own account...

It's a complete reminiscence of the 90s... They have become so dependent on C and VB that they cannot escape anymore.

C & C++ are shit languages. Want a proof of it ? Banks are using it... Better go for perl or python. Otherwise, Matlab allows a quicker implementation.

If you enjoy accounting so much to compute your daily returns... I prefer concentrating on trading ideas and automatic systems design.

Longer than 2 years and no short option. Sortino does not exist as I have not had any single negative month. "Usually" is no mathematic argument.

Personally my sharpe ratio is 5.2 at the moment....and I am typically penalized by up vol... So it seems to be possible to reach something higher than 1.

Maths, computer sciences and history....and try to keep an independent mind. If you find some time for physics, it might be useful too...

You are concerned with quality and speed and you intend to use excel... :cool:

Having personally identified a strong positive correlation between my hours of sleep and my automated trading systems P&L, I am quite surprised to learn you have to work 14 hours a day to make money... :cool:

The answer is : Yes. But having more signals is quite helpful too and helps to diversify.

Thx for saying that.... It's always interesting to ask discretionary traders about that....

They definitely will...

22% of official foreigners...

Just a letter box in Campione and a good lawyer in Milan should do it... and you would not even need to leave London.

I find it hard to believe it is not noisy...

Conclusion : you can't believe automated trading brings bigger returns just because your strategy cannot be automated.... The day you will find something which can be automated, come back and let us know if you ae still thinking the same.