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if ur up by the end of the week most of the time, i dont quite see what the problem is. Increase size or keep it constant. Consider increasing positionsize by a fixed amount whenever you have a positive week, and decreasing positionsize whenever you have a losing week. Alternatively, consider...

Interesting observations...although i think it is one thing to make observations of correlation, and another thing to create a tradable system out of them with enough average profit to offset commissions slippage, and other costs and make a profit to make it all worthwhile. It sounds like you...

Within each strategy find some criterion (if possible) to rank your potential candidates such that the ones with expected higher avg profit are at the top of the ranked list. Select only the top 10 of each strategy to trade everyday. Initially, divide capital among all strategies equally, and...

Reduce position size in each stock and take all the signals Position size = (Buying Power) / (Maximum number of positions expected in one day)

looks like it's just historical charts that are available, but you cannot download the historical quote data itself from the site, not from the "free" part of the site at least

When do you sleep?

yes you can avoid PDT by holding overnight..also you can have your account "reset" once back to normal if you end up going over the allowed number of daytrades

When you put a deposit into a prop firm, there is no ultimate guarantee that you'll be able to pull it out again..no "SIPC insurance" like in a retail account with Ameritrade or Interactive Brokers. It seems there are few regulations governing prop firms. So it's kind of on good faith when you...

Interesting..now lets take another example, where you are long 20 stocks and short another 20 stocks and your dollar exposure to both sides is the same...How do such portfolios react to a sharp broad intraday directional market move, as in 1987 or March 2000 or Jan 2003? Are those usually...

How do market neutral portfolios actually react when the market makes a strong directional move? Real life examples would be great?

http://news.com.com/2100-1033-244975.html

Isn't that also required with trend following techniques?

Can any 1987-survivors tell us how being market neutral allowed them to survive that day or other similar events.... Throughout your career, were there some days you wished you had been more market neutral? Did you make an effort to balance your positions after that day or are you still...

not sure you got what i was trying to say...there is nothing "manual" about the process i described..you just do 3 smaller optmizations instead of one huge one still using AB the whole time

Being market neutral means having around the same exposure to the long side as you have to the short side, so it doesnt matter that much whether the market goes up or down... Do you generally make an effort to be market neutral? If so, how does your market-neutral portfolio generally...

Have you considered doing several smaller optimizations instead of one big? Consider increasing your step size in the optimization to find roughly where your best results are (ballpark), then do another optimization with a smaller step size to "drill down" in the area of interest to the best...

briefing.com drifts into and out of consciousness for me in the last week or so

http://bigcharts.marketwatch.com/quickchart/quickchart.asp?symb=vxn&sid=&o_symb=vxn&freq=2&time=12

What have you done to take slippage into account?

I wasn't aware of that, can you please post a link to this information or tell us where you got it from?