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  1. Q

    Co-location (colo) for trading software

    Dude, get educated. There's a difference of the terms depending on whether you refer to a general context or a trading context. Anyway, go ahead and "co-locate" your server to Nebraska and tell a bunch of informed traders about it, and we'll see who's the smart ass here. At least you'll...
  2. Q

    Trade Management - Letting your winners run and cutting your losers short

    By knowing that every single decision will maximize my long-term growth, and that can only be done through automation, back testing, forward testing and so forth.
  3. Q

    Automated Trading for a Living

    No no, you misinterpreted me - I wrote "re-optimization", not "optimization", that's a big difference!
  4. Q

    Co-location (colo) for trading software

    Exactly! For me, within the same city is not _co-locating_. Taste the word and you'll feel it.
  5. Q

    Co-location (colo) for trading software

    Perhaps price is a valid reason? Note that I'm not referring to simple server hosting here which makes sense, but really co-locating close to exchanges is a waste of $$$ unless you really need low latency.
  6. Q

    Frankfurt am Main

    Anyone from FFM or surroundings?
  7. Q

    Co-location (colo) for trading software

    This is only relevant if you do HFT, where microseconds count. If you trade on a lower frequency than 1 sec, this is irrelevant for you.
  8. Q

    Can I keep my Sharpe ratio higher then 3 for a second year??

    I agree. This is like asking whether I will go bald over the next year. Totally irrelevant without further details.
  9. Q

    Automated Trading for a Living

    In my experience, you should avoid strategies which requires re-optimization, as this is always done in retrospect, meaning that there's a risk that you will often be "out-of-sync" with the prevalent market sentiment. My current strategy only trades during opening hours for technical reasons...
  10. Q

    Increasing Size During Drawdown

    There are adaptations for non-binary outcomes as well, check out research papers by e.g. Ed Thorp etc.
  11. Q

    Increasing Size During Drawdown

    Try refining your search then, it might have a big impact later on down the road...
  12. Q

    Positive Autocorrelation and Trend Trading Success.

    Excellent post, I totally agree. I myself gave up charting and traditional TA several years ago after having tried it for years without success. Today, you definitely need more sophisticated methods like hidden Markov models to predict serially uncorrelated time series.
  13. Q

    Which regulations apply

    Hi all, I am currently running a financial advisory firm through a US LLC. As I now plan to bring overseas investors onboard, my question is what regulations govern these investors; US regulations or the regulations in the countries in which they are domiciled? Regards
  14. Q

    Automated Trading for a Living

    I've run an automated trading system for about a year now. I am now taking in external capital and plan to do this full-time as soon as the AUM becomes sufficiently large. Check my trading journal "Quantum Leap" on this forum for performance. To answer your questions: 1. The amount of time is...
  15. Q

    Are you satisfied about Your Trading?

    I'm very satisfied - check my Quantum Leap journal on this forum.
  16. Q

    "sell in May and go away"

    My motto is "short in May when others shy away"... :-)
  17. Q

    Quantum Leap Journal

    Here's the quity chart as well...
  18. Q

    Quantum Leap Journal

    Trading performance update as of today (chart attached): Return 1 day: +7.33% Return 1 month: +66.8% Return since inception: +311% Sharpe ratio: 1.55 Happy Worker's Day tomorrow and cheers to capitalism and laissez faire! :)
  19. Q

    Is anyone here profitable?

    Better keep quiet then... :-)
  20. Q

    Is anyone here profitable?

    Fortunately I am, check my journal thread Quantum Leap. Was just curious whether there are more than one holy grail...
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