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I totally understand that this can rip in your face >100% as I mentioned. Even with that risk, if you keep you position small/manageable (literally thinking like 2-3% of portfolio) I think there is some validity in the strategy. I wanted to see if there was something obvious I was missing.

I'd love to hear some other trader's opinions on this. VXX, Barclays ETN that tracks the first 2 VIX futures contracts, is down something like 99.99% since inception. The reasons are well known: 1. The VIX futures curve is usually in contango, so when VXX systematically rolls to the next...

Right, gotcha. Appreciate the help!

Gotcha thanks for the help. So lets say in this example I short $10,000 worth of a security. I would basically owe the lender (0.03/360)*10,000 or 83 cents per day / $300 per year?

Making sure I am thinking about this correctly. On IB's SLB tool, I see a security with a fee rate of 3.0% and a rebate rate of -1.0%. Since the rebate is negative, I (as the borrower) would owe that to the lender correct? So in effect my cost for this short position is basically 4.0% annualized?

Yea thats what I figured, thanks for the help.

Hey guys quick question regarding margin interest calculation. Thanks in advance. If I had say $100,000 in equity and bought $200,000 worth of securities (lets say ETFs), I would owe that annualized interest rate on the $100,000 borrowed from my broker. If I then shorted $50,000 worth of...

Thank you for this information.

Thank you very much for the detailed response, as this is not my area of expertise it is very much appreciated. Would you mind expanding on why you dont love USCI (this was the ETF I was leaning towards)? How about an ETF like SDCI? Thanks in advance.

Any good general commodity ETFs (mostly passive exposure) you guys like? I know the asset class in general has been terrible the last 10 years, and for that reason I am thinking of adding some commodity exposure to my equity heavy models. I know there is good and bad practices in developing...

Hey man I would check out the FRED website (St Louis Fed) See link below https://fred.stlouisfed.org/categories/115 If you know how to write python, you can easily get all this info into python and do whatever you want with it.

You can get that from Yahoo Finance. Quandl as well

If I do wish to market myself what are the next steps? Is there software to create visuals and such or would that be up to the trader to create?

Thanks for the reply Robert. I do these things already.

Hello All, I was wondering other trader's thoughts regarding creating and keeping a track record? I have been building a live track record for the last 2.5 years. I am having my results tracked on Fundseeder.com currently, but I worry that might not be there forever. Lately I have been...

Interesting you had a similar experience. They are a new company, so I'm thinking they might just be getting their sh*t together. Im still on the leaderboards, I would love to connect as well.

Disagree. Obviously your system/method needs to have an edge, or provide positive expectancy over time. But risk management means a ton over time as well, if not for the simple fact that preserving your money, and compounding from that number, will turn into a much bigger number compared to...

First I’ll say, there is not only one (or even a couple) methods that “work” in the market. There are many ways to skin a cat, the trick is finding a method you believe in and works for your set of beliefs. That being said, the method also needs to have an edge. But all this talk of “I let my...

Hey all, I was contacted to apply for the FundSeeder Accelerator a few months ago by the FundSeeder team, a program that connects aspiring money managers with resources to help them develop. The application process involved essay style questions inquiring about my methodology, background etc...