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agree. the models stress test the scenarios and point towards a certain leverage, not foresee 10 sigmas events, per se. and this is exactly allows the fund to survive in such scenario. on the other hand, the risk framework also directs the management to enter into adjustment strategies...

lol selling ditm puts is ridiculous. you're better off buying the underlying, costs and slippage wise. my previous point remains.

buying otm puts is as losing proposition as selling them. in the run it is a strict zero sum game. as you have stated already, it all depends on whether they're using leverage or not and whether they have a valid timing strategy to sell the contracts. if they do, then selling otm puts is a...

it looks like there is a support and resistance logic behind your system, isn't it? i mean, based on your recent trade entries, it appears so.

here's euler quant for the dax doing hi-freq long only position trading during the present month. this is a variation of the dax bot shown above. the above trades moderately, while this one 2 or 3 times more frequently. dax fut return -94 points per lot euler return 33.494/25/10 = 134 points...

not much to say. the nq has been showing this behavior for the last few months. hence, the system reached another peak in equity today, based on the trades displayed. i am now using a similar approach to trade ndx options, basing the entries on the nq hourly chart. i am looking at an...

well at least it is just one big bank going down, they predict. history likes to repeat itself. 87, 98 and now 08 implosions, all taking place in autumn. this looks like staged cleansing for a nice santa's rally in december. oh, pathetic wall street...

i guess you could put it that way. dd max has been in the range for $5k for the nq. however, in my view, this is not doubling down strategy but rather scaling the entries to optimize the entry price (the strategy predefined size is 10, not 1). the goal here is to mimic the typical...

quick update to show a minor reversal right after breaking friday's support of 1952.50. i am also posting the equity curve of the last few days. now, this is price action in action :D, courtesy of asap.

i will use this journal to document the returns of my long only strategies. the objective of these strategies to beat the return of the underlying buy and hold strategy while drastically reducing the inherent risk. i have two instances of the strategy running, one trading EOD data while the...

here's the price action in the nq during the gmt morning session. the system went short around 11am gmt selling the early morning resistance level and then later in the morning, shorted the friday's res level, which also resulted in a new resistance line for the day (1976.00). lets see now...

the main purpose of this journal is to monitor short term (intraday) trades based on support and resistance levels. i have been trying to develop a code that would emulate the concepts of price action theory effectively. my findings indicate that as of today, the contract future that has been...

his problem is solely leverage. at one point he was alluding to how great it was to trade the dax on $2k/lot margin... there is no way to become successful with that kind of leverage as a very small string of loses wipes you out.

never seen in my career a single trader that would pull off a strategy of averaging down the losers on a constant basis. often the strategy pays off until a devastating loser wipes out the account or at least eliminates the gains of an entire year or so. there is no way to add rationality, ie...

another one bites the dust

it appears this "swamp technology" is paying off quite nicely. :D

he has pancreas cancer. it is all over the place, even in some of his biographies.

mental dont exist anymore, it is a tale from ancient times when traders made their decisions manually as the market action evolved. nowadays, most of the professional community relies on some sort of ats to run the operation. i believe around 90% of the volume in the eurex and globex is...

I agree is key aspect of successful trading but still not what leads to success. In fact, I know a couple of market makers that went down with ultra defensive money management strategies. It is well know that the edge derives from analytical and creative thinking rather than from solid well...

14. you are a nut job that posts rubbish on et each and every day.