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No outages today and in awhile. I’m on 10.. something version and running it from Canada.

Thanks. True to the magazines situation.. Are you in Canada yourself? Real estate in Vancouver was pretty depressing for the buyer for over decade.., probably more like 3 decades. 5-10 offers competing was common, as well as rich asian folks showing up with cash offers without conditions...

I was talking about stocks. Not sure what that thread is about. Futures and commodities would be different up to certain size due to margin req, eg you might not be able to trade some at all till account is in hundreds Ks. Besides, high liquidity stuff is typically much more efficient, less...

We are two different people. @stochastix does options I believe. Yes, PL seems about right. I actually never look at it this way, just monthly in % and then in $ at the end of accounting period for taxes.

Past certain size it's the opposite. Eg. 100k account is better to trade stocks than 1mil. Less market impact > slippage cost on getting in/out. This is one of the big reasons why 7-figure accounts rarely see more than 20% gains annual consistently.

If you're using IB API, they have a parameter on submitOrder that only calculates margin. Not sure how to link that to excel. IB also offers public FTP server with margin requirements for every ticker, which can be used to calculated that value.

How does your simulation of drawdown look like?

Auto-trading does help with executions consistency and increases the number of opportunities you can take. Though, more trades typically means a broad coverage of markets and shorter timeframes. Shorter timeframes are more noisy and often have amazing backtest results that fall apart in real...

Here is an idea, depending on what you call a "super computer" and if you have somewhat of an ongoing need - A 64 threads / 256G RAM Dell PowerEdge 620 of the Ebay is ~1k. Renting them from AWS would cost 100-200% of that for 1 month.

Vancouver is like parallel universe. Saw a house boat here for 1.2mil few days ago, 1h away from downtown, in a hardly desirable area on a river, with a tiny piece of land though. Probably 800k in a good location for a tiny boat house with 2k/month moorage fee. BC is kinda all like that. We pay...

~2 days on average

High 6s at the moment.

No

Yes, thank you! We settled right by the water in downtown Vancouver and now can enjoy all sorts of silly things passing by.

I had hope for this journal. But after seeing increased risk multiple times on one trade there is little hope left. Being stubborn doesn’t end well in the stock market.

Below is my main account vs SPX this year. Correlation is 0.26. Longs combined had ~0.5 and shorts -0.3. Everything is within expected parameters. Fraction of this account was moved to real estate for unrelated to trading reasons. 2 cash accounts (long only) did well and "outperformed" SPX by...

Беспечный Ангел

Business as usual in my case. Backtests over 70 years show the best action is to do nothing, assuming no doubling down/5-7% exposure to individual stock/limiting new positions taken. Typically running 5 strategies. Some long some shorts. That helps thru flash crashes. Only monthly evaluation...

I wish. Been running with MFA in a past and MFA request popping up at the time I didn't expect it was the #1 reason for missed entires and exits for me. That didn't happen every day, but over the course of a year was the main thing messing up with fully automated setup.

Those that I have no control over I don't obsess over and consider as just a cost of doing business. Eg exchange outage or IB bugs. Fortunately they've been once in 1-5 years kinda events, and there are some strategy design choices that can be made to reduce associated risks. Wrote about that in...