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  1. Statistical Trader

    Trading from a Cruise Ship?

    As yc47ib suggested, I used remote monitoring software on my laptop and phone. I do the same thing when I need to step away from the office. I have software I wrote that displays a few critical numbers every few seconds. There are no issues reading them on the phone. If anything looked...
  2. Statistical Trader

    Trading from a Cruise Ship?

    I've considered a VPS in the past and may do so again. Thanks for reminding me of this possibility.
  3. Statistical Trader

    Trading from a Cruise Ship?

    Yes. My wife and son were on their summer holidays - Aug 2019. We visited France (we have an apartment in Paris), Switzerland, Italy, Greece, Croatia and Albania. It was a nice trip.
  4. Statistical Trader

    Trading from a Cruise Ship?

    I'm not sure if that's directed at me, or not, but just to be clear, my models decide whether to trade every several seconds. On the day when they were actively trading every several seconds, I babysat my computer to make sure it was doing everything correctly and I had very few problems, even...
  5. Statistical Trader

    Trading from a Cruise Ship?

    I did exactly this as a passenger last summer in the Mediterranean. I am a systematic trader, so I had my computer in my cabin monitoring the market and trading automatically when required and I had my cellphone monitoring what my laptop was doing while I was enjoying the amenities onboard...
  6. Statistical Trader

    I cringe to think how many shorts are stuck from the past 4 weeks.

    This market made me drop my shorts and I'm trying not to get screwed! Seriously, though, I was whipped right around 2500 like OP said. I've been long for a few weeks because I obey my models, but I'm not feeling very comfortable. Regardless, I trade models, not emotions.
  7. Statistical Trader

    +239% YTD on COVID-19: Next Steps

    Thanks to everyone who has provided constructive replies so far, by the way. I am finding this interesting and hope some others are finding it interesting as well.
  8. Statistical Trader

    +239% YTD on COVID-19: Next Steps

    I use many methods for modelling: regression, machine learning and others. I don't restrict myself and basically use whatever techniques seem most appropriate for the task at hand. In the case of these models, the recession model is basically a logistic regression model, although I adapted it...
  9. Statistical Trader

    +239% YTD on COVID-19: Next Steps

    Well, in this post I made reference to two of my models: (1) a recession prediction model and (2) a volatility model. The recession prediction model is based on over 100 years of data. Most of it is monthly macroeconomic, although not quite all of it. It also has some market data and some...
  10. Statistical Trader

    +239% YTD on COVID-19: Next Steps

    Oh brother. I've seen a lot of that crap on ET, too, so I can forgive you for being cynical, but honest to goodness I'm just looking for a discussion on the topic I originally posted: What areas do you consider to be the best value right now in terms of reward/risk given the thesis the market...
  11. Statistical Trader

    +239% YTD on COVID-19: Next Steps

    Your wife.
  12. Statistical Trader

    +239% YTD on COVID-19: Next Steps

    I'm a fairly private person. Look at the "location" field on my profile. (Even though it is true, it is certainly vague.) Showing percents is enough to show that I was right on the trade. Showing dollar figures shows how much money I have; they are not the same thing of course. I'm not rich...
  13. Statistical Trader

    +239% YTD on COVID-19: Next Steps

    @tsznecki : My reply would have been similar to @FrankInLa, so I just let his comment stand. If my assumptions are wrong, then my assumptions are wrong. I'm not worried about that. I'm not predicting VIX at 150. If I'm wrong on that, fine. I'm anticipating the possibility of further...
  14. Statistical Trader

    +239% YTD on COVID-19: Next Steps

    LOL. Maybe. If anyone is interested, though, here's how I played it. I have a recession model and a volatility model. I spent months building these models, years monitoring and using them, and I've built them carefully. I have an advanced degree in statistics. My recession model is based...
  15. Statistical Trader

    +239% YTD on COVID-19: Next Steps

    Actually, having followed posts on ET for several years, I've realized that if I state impressive returns in my title (which I'm fortunate to have) and justify them in my post, I'll get more views and replies. I genuinely want to know people's opinions, so the more views and replies, the more...
  16. Statistical Trader

    +239% YTD on COVID-19: Next Steps

    It's the Interactive Brokers Client Portal. For those of you using IB, you click the three bars in the upper left hand corner and then "Portfolio." I should clarify something. It's easy to make a list of all the trades that would profit under the assumption of more disruptions in the...
  17. Statistical Trader

    +239% YTD on COVID-19: Next Steps

    Portfolio screen shot added to provide credibility. I’ve noticed some ET members prefer to call BS than write constructive comments and others tend to comment more when they believe the OP is sincere. SUMMARY (TL; DR) ASSUMING you know COVID-19 will continue to impact world economies for at...
  18. Statistical Trader

    Looking for traders to share Daily P/L

    > Looking for traders to share Daily P/L... I'll share my losses if you share your profits...
  19. Statistical Trader

    Where can I find daily holdings of TVIX/UVXY/VXX/VIIX, etc?

    Just search for the prospectus of each ETF/ETN. For example, googling "TVIX prospectus" gave me: http://www.velocitysharesetns.com/tvix and clicking on the prospectus link on this page lead to...
  20. Statistical Trader

    Automated Day Trading

    It's not critical, but I can't visually find a 12 month drawdown in the bar chart you supply, although you state the longest drawdown is 12 months. Does the bar chart just represent a subset of your backtest results or is it the whole thing? The first drawdown would be at most 5 months (1-5)...
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