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Many people say this is a fraud. I also think it is, but I have another idea. If you are very rich and 2100 euro doesn't mean anything to you, why don't you send 2100 euro to that person and see whether he is a liar? If he is not, you can make a profit from him. BTW, I think that is a fraud...

just forget about the graph. The reason why Marcos Lopez form a false strategy theorem is that he wants to raise the awareness of multiple backtest Overfitting. There are many ways to calculate the probability of Overfitting, such as deflated sharpe ratio, family wise error rate......,etc...

before you post this, I am searching for deflated Sharpe ratio... One of the graph is to plot the relationship between overfitting and how much data you use.

https://www.winton.com/research/experiment-and-observation-in-quantitative-investment-management depends on your data frequency. Usually, more is better. People always think the length of data must be relevant to today's market, but how to measure whether they are relevant or not? If you think...

professional advisors. one of the definitions: having more than 8 million HKD cash

do they offer bond smart routing? I cannot find this kind of information in their official website

Perhaps, your students are doing a pair trade —Long dogie coin (sorry I haven’t heard this) and short Bitcoin. You should be happy with your students despite look dumb. At least, they are willing to throw real money in the market and try to learn about the market instead of learning useless...

IB Risk management: forgot to support negative oil price. To be honest, after negative oil price event, I realize IB risk management does not fulfil my expectation. but yes, I am still using IB because it is the only broker which offers advisor account and allows users to trade different markets.

Logically, yes. In fact, zero risk doesn’t exist I think. If the client borrows money to short sell the underlying stock which is extremely lack of market liquidity and IB suddenly increases margin requirement, the client must be forced to liquidate his positions. And his large aggressive...

but try to think about it. The reason why this happens is that short-sellers have too many short positions. They forget about the risk. Most of the quant firms only buy 1-10% ADV (10% should be the max), but they short sell the entire firm.

Those short sellers may not have enough money to close their positions. As a result, IB needs to pay with IB money. I am just worried of its probability

Yes. If those big boys lose too much money in short sell positions, IB should margin call them and close all their positions.

Sorry, I didn't ask clearly. My point is: IB doesn't have the right to ban professional traders(ie. fund managers or registered financial advisors) from trading the stock. Despite IB tried to emphasize the trading activity was illegal for rationalizing the trading restriction, the duty of care...

lol

https://www.cnbc.com/video/2021/01/28/interactive-brokers-chairman-worried-about-integrity-of-the-market.html

First time to know there is no routing algorithm on a bond order at IB. But yes, you are right. I was just trying to help at that time. I am only experienced in the US equity mechanism.

1. Patience, especially when trying to contact IB CS. 2. Stop complaining (customer side) & Accept complaint but remain the same (company's side). Because, after so many years, IB has not tried to solve problems. Complaining won't let them suddenly have the motivation to enhance the system, so...

Then check the SMART setting and see which option you selected (eg. Maximize rebate? Maximize fill rate?) Go to TWS Configure setting and check.

you should check where your order was sent. Probably, you were looking at the place A price while your single order was routed to other places.

did you use any IBAlgo?