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I think they are both "right" in their own way. If you look at what Kevin Davey does, it's a little different from Chan's strategies. Kevin Davey isn't looking for any one strategy to be hugely profitable on it's own (or even work forever). He builds a portfolio of strategies with very small...

I'm definitely not defending his record (and I'm not sure what his net long position is - 0% net long is usually benchmarked to LIBOR + 3-5 or something), and he probably underperformed 60/40. I just hate when these articles constantly compare long/short returns to S&P.

To be fair to Vinik, a long-short fund shouldn't be benchmarked to the S&P 500 (which is 100% long). If he is only 50% net long, he should be benchmarked to a 50/50 stock/bond portfolio. The benefit of long-short funds isn't big absolute returns, it is positive returns that have low correlation...

Oh, there's many ways to go about it. I would match durations to isolate the inflation piece of it. So, five matched with fives, 30s with 30s, etc.

Long 10 year TIPS, Short 10 year Treasury Bonds

You've just described Bollinger Bands, one of the most-used technical indicators. They should be pre-loaded on your charting platform. Just throw them on there and adjust the settings (i.e. 20 bar MA with 2 standard dev bands, or 50 bar MA with 2.5 standard dev, etc. etc.) If you want the gory...

Interactive Brokers (and a few others) offer Portfolio Margin, which gives you up to 4x leverage, as long as your portfolio meets the risk parameters. They have a calculator via the link below. https://www.interactivebrokers.com/en/index.php?f=24176

Yes, IB will sell your Lite orderflow to market makers such as Citadel (and will get paid for it). This is how they can offer free commissions. Plus, you get much less on your cash balance compared to Pro.

If I put AAPL/2*SPY it will give me a ratio. If I put AAPL - 2*SPY it will subtract.

You can chart spreads/ratios with any weightings you want on Tradingview. Just enter 2*SPY/AAPL in the box. It will NOT automatically pull in the beta and chart it, though - you have to manually key in the ratio.

If you want to pay a subscription fee to seasonalgo, you get a pretty extensive database of seasonal tendencies of pretty much any spread combination you can think of. Everything is charted, so you can observe the behavior of the spread as it nears the roll date. Also, I believe (but have not...

This is called "scale trading," and there is a small cottage industry of commodities traders that do this strategy on commodities that are trading below their cost of production. It works "in theory," but you can still get blown out if you run out of money before the stock/commodity turns up.

SSFs were never liquid enough in the US. Some of HFTs arb ETFs with futures (e.g. SPY/ES) or baskets of stocks with sector ETFs. Both take incredible speed and tons of capital.

Equity basis arb trading is still (barely) profitable in India, but profits are gone in US markets. Eventually, the HFTs will go to India (they are on their way) and take away those profits too.

The closest thing I've seen is Trading Technologies' ADL system. It is GUI-based, although it is only for futures trading. https://www.tradingtechnologies.com/trading/algo-trading/adl/ I don't do automated trading, and never used this system, so you will need to take a look for yourself.

The only practical things you can do is a) buy a call option for the same month; b) buy a future in a contract month that is not limit-up. Both of these methods are imperfect and will only limit some of the future damage, since options cost $$$ (especially now) and a different futures contract...

I have heard others say good things about tradeideas. (I am not a daytrader, so I can't judge). www.trade-ideas.com

And I saw on your other thread about order execution. Portfolio123 has an API with Interactive Brokers which will automatically send orders based on your criteria. I have not used it and don't know how it works, but it is available.

I don't know if Portfolio123 provides you the raw data, but you can code pretty much whatever you want on their platform to analyze it. Price-related and fundamental data. Uses the Compustat database and is fully adjusted. It even has data on discontinued tickers, which helps mitigate...

Look at Portfolio Visualizer. Go to "backtest portfolio" and put in your stocks. You can then look at annual returns (or monthly returns, etc.) portfoliovisualizer.com (I have no affiliation with this site.)