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For research, I always recommend starting simple with Excel to get familiar with numbers and stats. Python IMO should be the next step. I wouldn't execute with either one. IMO they're best suited for prototyping.

Wife and 1M replaceable. The kids is what haunts me.

Wife and kids, and 1M

Like, for instance?

I agree 100%. Not speaking for everyone, but ET is stuck in the stone age, not to mention grossly undercapitalized. This tool can be powerful if the user can find optimal parameters using walk-forward data and simulations, but there will be a learning curve, like any tool.

Awesome presentation! You have the right idea putting real $$$ behind it:thumbsup: I like how you laid out your selected criteria here as well.

OP. You'll need a brain, and a plan. Will take time Welcome to ET. Just like markets, signal to noise ratio is poor here.

No, but say hello to Netanyahu for me.

Custom made, quantifiable indicators within specific time-series. The value is in the values. ATR is a good starting point. That is all.

My friend. With US indexes, you aren't factoring in the liquidity risk in overnights. Much more likely to dry up. And 5% is huge if leveraged in futures.

The skill set, time, cost, and tools required can differ drastically, all of which can be contoured and improved. The risk profile is the big issue with directional swing trading. You lose control of it, and that’s why it’s never taken seriously in the professional world.

This is very true. Concentrated, or not, naked overnight risk is simply not viable for any leveraged strategy. I have in front of me, a handful of swing trading strategies that outperform my hedged strategies 4 fold, and wouldn’t dare risk good sleep on any of them.

Just curious, what’s the largest trader allocation since inception, and how long have they been around?

I guess there is a very broad spectrum in the Long/Short arena. If a portfolio is purely neutral, I can see how the T-Bill serves as a good benchmark. I also believe that a risk free portfolio doesn't exist, so in reality it would be foolish to invest in a Long/Short Equity fund, unless...

So 5 million, minimum contribution, to underperform the benchmark?

Good to know. Thanks

The PMA at 2X Long/Short would have snagged 8%, considering a 10% S&P decline in same period. Just started playing with this last year. Doesn’t fit my personality well, though it may be a viable approach. How much more of my own capital, and for how long would I need to sustain this, to attract...

Yep. Just under Rob. The 5% you mention is on par with my expectations, considering the 2:1 leverage. That said, I allocated 50k toward a scalable long/short equity strategy last year with a +4% gain, rebalancing monthly. Ran a comparison using portfolio margin showing me pretty close to 4:1...

Just standard 2:1 RegT. Equal dollar amount on both sides.

What is considered a good average annual return on a long/short equity strategy?