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First of all CFD broker has their existence for a reason. The biggest market worldwide: Spot Forex. You cannot do this with Futures on CME and the spreads are far worse on CME. So you would daytrade with CFD brokers here. Second, so far I only heard being banned from CFD brokers because of...

Unless you want to risk $1 million (where any prop firm cannot help you because of that big size) it is better to risk like $90k or so with prop firms than with your own money, because you cannot loose that amount by paying challenges with them. If you traded with your own risk money, loosing...

They are the cheapest with good quality if you need more intraday or tick data. anfutures(.)com //https://www.anfutures.com/data_nq.htm

Did you check Out-of-sample performance on prior insample backtested optimized data, so you know that your edge will last at least a certain in the future (beginning from the past) ? How many rolling walk forward analysis windows did you check for the performance to see if it is stable over time...

Exploring the Factor Zoo with a Machine-Learning Portfolio 3.August 2023 The latest paper by Sak, H. and Chang, M. T., and Huang, T. delves into the world of financial anomalies, exploring the rise and fall of characteristics in what researchers refer to as the “factor zoo.” While significant...

Sorry, I could, but I do not publish such things. You need to look elsewhere. There are some on this forum if you make a search.

As a side note: Cryptos are the currencies for criminals, because they cannot use anything else. Second except ETH and BTC nearly all cryptos follow a pump and dump scheme like on those shady penny stocks. So there is one initial hype and then any crypto goes to zero. Best is, you can get hacked...

no I had English as foreign language in school for some years only. And I have never lived in an english speaking country too. If you read and studied Shakespeare congratulate to you. I do not know those 500,000 different english words which are available in English. On over 90% of those words...

You mean anything else than fulltime trading for a living ? Of course not. I only live from trading and have also no other plans for the next decades. But I read over 1000 trading books, so I have a "nose" for books with good or rich content. Also myself I wrote 1 large scientific book and 4...

You only need to put in your stats into a MonteCarlo Simulator, to see. Usually a win rate over 80% is safe here because you do not get too many losses in a row, which is needed for 2% SL rule. Check this out and try yourself : https://equitycurvesimulator.com/ (it is free)...

Are you using a special software for that genetic algo approach ? There are some softwares around that are doing this kind of stuff. Or did they built everything from scratch on their own custom software ? I mean you could do this with Bryant, PhD his Adaptrade software or maybe BuildAlpha...

Funny, had an overview of reading it just now. The author explains why it is normal to loose money in cryptos maybe he is also one of them. Then it is also about justifying the losses as good decisision (on the whole book as he needs to argue) and also maybe keep loosing on cryptos. Laughable...

Did you check walk forward optimizing as rolling window because then you estimate better the predictive value in your insample analysis. Actually you have only one large out-of-sample test period. That is not enough to make judgement I would say. Check rolling WF analysis and optimize the IS to...

From what I have seen on yor Excel sheet only an average strategy as its best. Based on your max IDD you have made around 9 multiple over 5 years. That is less than 2:1 per year based on your risk. You cannot do more than 50% annually here seriously before you are getting deep drawdowns. I would...

Do you mean $12 per 1 contract ? So less than 1 tick as it is $12.50 on 1 contract ES ? Did you factor in slippage and comms too ? Second what time frame you use for backtesting ? 1 minute or tickdata like second bars already ?

Which markets do you compare to each other for your shown strategy ?

Which software did you use for the genetic programming approach ? What (and how many different) kind of data did you use for intermarket relationships ? What was your fitness function ? If you used daily data only did you make sure that the close prices are on the same exact time ending on each...

What was the peak-to-valley max. drawdown here from May '22 on ? And how many points or ticks is your average trade ?

How Well Do Factor Investing Funds Replicate Academic Factors? 31.July 2023 In today’s blog post, we will clarify how funds practically replicate theoretical factors widely discussed in academia. The pursuit for alpha is what drives the desire to most safely compound wealth with reasonable and...

If one believes in candlesticks, he must believes in autocorrelation too. I have never seen stable or robust autocorrelations on any time series/symbol. So quite difficult to create consistent profitable strategy out of candlesticks, if not impossible. My opinion.