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    Weekly results of a wanna B algo trader - 2011

    Shitty trading week (down 3k7 while the S&P gained over 4 grand), also down for the year. Market is still going up every day, the biggest closing pullback this year was about 2 (TWO) S&P points, or less than 30 cents on the SPY. I'm not even sure if we've had a 1% market pullback since...
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    Taking 410K to 4million by Year End 2010

    Sweet Neke, you make in one week what I hope to make in the next 12 month ;-) Good luck this year !!!
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    Weekly results of a wanna B algo trader - 2011

    This is a continuation of http://www.elitetrader.com/vb/showthread.php?s=&threadid=200655&perpage=6&pagenumber=18 First trading week in 2011 Small trading week (up 600 bucks). Blew up my poker account again while I was on the road, so that's it for a while ;). I actually got lucky with...
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    HowardCohodas Index Options Credit Spread Trading Journal

    Howard, interesting thread, good luck I hope you've similar results next year !!!! How much of your trading capital is allocated in this type of trading? You obviously know this but you have HUGE delta/overnight risk, so do you hedge by having stop entry futures orders placed, or do you...
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    Why is the b/a spread so wide on SPX?

    I know it's supposed to happen in Q1 2011 but does anyone know what the target date for the C2 listing is?
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    Weekly results of a wanna B algo trader

    Good trading week (up 2k7). The best thing about this week was that I was skiing every single day and made money while my systems were running (except today). Too bad it's not always that easy ;-). This is the last post for this year, I'll start a new thread next year. Some things will change...
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    Taking 410K to 4million by Year End 2010

    Merry Xmas neke, I sure enjoy your thread. Good luck next year, enjoy the time with your family.
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    Weekly results of a wanna B algo trader

    Bad trading week (Down 2k3). Gave up most of last weeks profits. As expected the market went up every day which hurt my positions. Then today it actually went down (2 SPX points, I know this is ridiculous to even call this a down day) and I still lost money Glad when this year is over, I'm...
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    Return Comparison

    I've a weekly thread @ http://www.elitetrader.com/vb/showthread.php?s=&threadid=200655 and a daily thread @ http://theclosetgambler.com I see a lot of threads (and returns) but it is hard to compare them against their capital @ work (other than neke you don't really know how much capital...
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    Weekly results of a wanna B algo trader

    Good trading week (up 3k1). Got lucky when my S10 trade closed Thursday morning and the market didn't take off yet. Obviously the one red day on Wednesday will be followed by another serious up run, since that's all this market does. Go up because the future is that fucking great. On my daily...
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    Having a custom backtesting system built

    Check out the links below. Granted they're not "standard" but they're a good starting point: https://developer.tradestation.com/documents/AutomatedStrategyDevelopmentBestPractices.pdf https://strategynetwork.tradestation.com/StrategyNetworkStore/StrategyPerformance.aspx?ParentId=1216...
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    Weekly results of a wanna B algo trader

    Since we had a down day yesterday (1st one after this huge run) we obviously had to close at another high today. Could have been another really bad day for my systems but I got lucky and hedged with seven S&P E minis yesterday so that helped reduce the loss today. This is the first week where...
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    Weekly results of a wanna B algo trader

    Worst trading week ever in this attempt (Down 7k5). Obviously this market only goes up, so anyone like me must be a complete fucking idiot to assume it would eventually pull back. Worst trading week since the flash crash, S and fucking P 500 went up and again is leading the comparison. I'm also...
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    Weekly results of a wanna B algo trader

    Of course the market posted another gain, why would it go down since everything is just fucking perfect. I'm slowly going subscribe to the the whole country is going to hell but hey, at least the government is adding more and more crap to it's balance sheet so at least the market is going up...
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    Weekly results of a wanna B algo trader

    Just got back from my last trip for this year. I was in Seattle again and my systems are absolutely not in sync with the market. I blew over 3 grand today alone cause I'm so short and the market just goes up up and fucking higher up (not to mention yesterday's scare and Monday's up move, and of...
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    Weekly results of a wanna B algo trader

    Terrible trading week (Down 2k5). Started out really well. By Tuesday I was up four grand. Then gave all that back and then some. Low volatility and raising stocks are not good for my strategies. Since there's a good chance December will continue like this I may have to look at adjusting some...
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    Weekly results of a wanna B algo trader

    You're absolutely correct with that. I thought the same thing when I posted today. Here's how the numbers come together. The Daily M2Market P&L comes from the net liq value from ThinkOrSwim and from IB (on IB I have a portfolio margin account and that net liq changes based on the sun and the...
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    Weekly results of a wanna B algo trader

    Good Trading Week (Up 1k). Slow trading this week, little volume, low volatility (Good for S10, Bad for S2). Got all my maintenance activities done, upgraded my test and production instance to the latest & greatest Interactive Brokers Trader Workstation. Tested my APIs, they didn't find any new...
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    Weekly results of a wanna B algo trader

    Second monster week in a row (Up 8k8).Many options expired close to their expected move. S2 still left a lot of money on the table on GOOG and APPL as well as some other trades but after two weeks like this I really cannot complain. These last two weeks were amazing, I've never had such a good...
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    Weekly results of a wanna B algo trader

    Killer Trading week (Up 10k7). Take last week's comments and reverse them and you see how this week went. My systems took syswiz's comments into consideration and only opened two very small positions (one for S12 in BBT and the weekly S11 trade). The rest was just letting the existing trades...
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