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1. The codes reside on my machine, not a remote machine. 2. Theres a fee to pay for this service. I keep my costs low here, and can upgrade to a 8x/16x CPU core with 2x VM for ultimate performance 3. Though its good, but what if the cloud, VM or colocation resources are shared. **Other...

Yes Thanks Tonkadad. I have the same feeling. Its just probably slightly better than other jobs in terms of social status but it doesnt really justify the work. On the high side, we can accept new funds. 15, 20, 25, 30. Once its at 30, everything doubles. That includes the stress. *Just...

Why would I waste the 2% on you. It becomes another mutual fund like blackrock, ing fund or pimco and charges annual ?

I do hv a backup PC that is "sync" with my critical trading files, but i havent had a chance to use it. Occasionally my PC does shut down (I trade Asia to US) remotely but theres really nothing you could do, except to lower the CPU temperature speed, set trial stops with your open orders, or...

IM still in the midst of automating the importing and analysis, however using IB's trade reports export, I'll dump them into my own macro enabled xls sheet solely for reporting. It has most of the standard formulas in it eg. win/loss ratio, max winloss, per win loss amt, sharp ratio...

Think forward. What if you had 200-500 trades a day. Do you think you can still rely on Excel ?

Hi, some problems I would encounter, please value add here only if you are already at this level. I have some shared posts over at the automated trading, most discretionary trades are kept quiet by me (:p) probably handing at most $200,000 - $500,000, but it seems that the majority of ppl here...

I run my own automated trading off IB API and Excel. Search my nick for other posts related to automated trading and Excel. Intially I have my trades and signal coming, it hits twsdde.xls and a trade is sent. Now, I monitor my own Total PnL (emailed to me per hour), strategy logs, portfolio %...

There are certain strats that has negative on test acct, even with live data. Depends how it works, from controlling risks to managing orders. I am the best person to make the judgement :)

Name me your: -Company name -Name of Hedge fund -Total no. of investors -Total AUM -Inception date. I suppose you have a fund and the appointed fund manager is under your name, registered in SEC's or hedgefundresearch.com DB, no ? What 25k ? Are you a retail investor ?

Then u run 59 Computers. Basically insulting my Maths and Intelligent Time wasted.

Wow, did u only had just 1 or 2 strategies ? I had, since last year, been doing what you had done, gpone thru what you've experience, and then somemore. Till a point where nobody understands what you are doing, other than the big guys. From intra days strats that can handle $100,000, to...

If you have 5 strategies eg. why not open 5 different accounts (even on the same broker) and run 5 computers so that each of them gets no link with each other. or even if its the same, your broker cant tell what strategy is what.

I would say this is probably one of the best advice, as im doing this myself. Of course there's alot more to "filter" the good and the bad. Problem is when you design a strategy and you do not know the conditions as to why it makes money sometimes and doesn't other times, you are shooting...

I can teach u, or guide u, in algorithm terms. But I wont help u in the syntax and programming language. Will u be paying me ?

I came here for entertainment too :) btw I'm from Singapore, a country with 1/6 a Millionaire, or 16.66% :)

jcl i think u shld cut. Obviously anyone and everyone reading your stuff knows you know nothing. Nobody in this shitty world, quants and HF will talk about their business models here. If you are so smart, why aren't you so rich. Why aren't you got interviewed on Bloomberg as one of few to...

Heh what a thread, didnt bothered to read all the noobs reply. With that graph of yours with A,B and A+B*2, i think you are far away to even talking about portfolios. In my own automated strats, I have at least 5-8 strats, all uncorrelated, different time frames, asset classes, and...

im trying to help [since I had extensive Excel knowledge running automated trading] But, it seems u need a system design rather than specific Excel problem. hence nobody wld really help you out. B4 you even move onto getting your whatever points, what must you do to achieve that ...

On my test system, usually for days (very rarely like 1 in 30) if my win/loss hits >60%, mostly likely im in for a good day of positive. If u have a system A with 80% and B with 40%, i'll say discard the 40% and work fully on the 80%. Why complicate and mix it up ? Unless you say are LTCM...