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Losing 20k is a statistical noise for some of us. Won't even bother to look at. Absolute $ amount doesn't mean much like others pointed out, drawdown % vs max expected does.

Sounds exactly like WSBets yolo. Quite a conservative one too. Typically they go with one day before expiration.

Pretty perfect year. They don't get much better than this for what I do while keeping the risk reasonably low. Grey is combined live performance since Jan 2020, coloured lines are individual strategies. I think PL% is a bit too high due to method of reconstructing equity from individual trades...

The best a free info exchange can offer is a shot at being valuable. I looked up that old saying, looks like one of many things invented by poor people that helps them stay poor, expecting someone to solve their problems, discarding anything less of a full solution at no cost.

Are you thinking of paying taxes on the amount you owe after annual filing as monthly payments or paying monthly during the year ahead of filing? If that's the first one, in Canada, we get interest occur on the amount we owe, something like 1% per month. So if you simply break payments down...

It is so rare I didn't even bother to dig deep, can't really say why that happened. Just one of those rare things that you can't really model. Similar to unable to short because broker or an affiliate had a position or bs like that. If your number of trades is high enough - live vs model might...

Depends on your trading universe. If you short penny stocks or low liquidity chances are you won't be able to to execute it. Those that are somewhat liquid and not too low priced might be feasible. I short wide universe of stocks with at least a thousand trades this year alone. Many are HTB. In...

Everyone seems to be trashing US for printing money and causing inflation. If we look a the whole world, is there any country that was not printing during Covid? Or printing the least? What did that do to their economy so far?

This is very strange. I'm not sure what language bindings you're using but in Java you can't set this to "none". It's marked as a double type. I'm using this order type in live trading without any issues and I only set transmit/action/orderType/totalQuantity.

I can confirm - MIDPRICE should not require you to set LmtPrice. Sounds like a problem is somewhere else. Perhaps try ditching their sample code and just create your own order. I just looked at OrderSamples.Midprice code, your 3rd argument is priceCap, maybe your value it's way off for that...

It's broker dependant. At IB they will publish initial and maintenance margin which is mostly under 100% for >10$ highly liquid stocks. Its actually the only broker I found that makes that info available for non clients. They have publically available sftp server with full sortable list. Can't...

Good on you sticking to your method after such a big DD. Those can be emotionally devastating.

The market been way too easy on people of that makes news.

An excellent perspective from one of very old ET threads:

It does seem like you thought about this quite a bit. I don't see big reg flags. Couple of things you didn't mention that are quite important - number of trades and costs / slippage assumptions. I personally only used paper trading to test my custom execution software many years ago when I first...

IMO neither of those are people you want to guide you in re to a quantitative strategy. Researchers are not traders. They don't make money by trading and live in a hypothetical realm. You need a profitable quantitative/systematic trader to give a meaningful feedback. They will be from all walks...

Not sure who I was exactly talking to. I think I just contacted support and asked if conversion is supported and they said no. I deal with financial institutions as customers and can see many reasons why they wouldn't do that. Different compliance, risks, onboarding and often back office...

I went thru that. You will have to open new account and provide a lot of legal corporate docs. You can ask them to move money and positions within IB (open a support ticket). Then it's about 3 weeks for internal compliance /risk review then they will set a window for the transfer within a few...

Andy, are you doing trading mostly for fun these days? Eg. your family doesn't really depend on that income. Are you still working somewhere else or effectively retired?

If more automation is your goal - I wrote about mine in this journal. There are quite a few pages and info is kinda scattered but it is here. I'm running full automation and left things alone for weeks at the time without supervision. Once in a while I'd revise strategies and might make some...