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I'm very interested if you back-tested this and, if so, what data source(s) you used for the historical fundamental data (hopefully without selection bias)??

EXACTLY!

Here's my view on GFT in general terms: When you have an irrational bubble brewing, it is usually an excellent trend following opportunity. Some prefer to trade trends using trailing stops; I may do that sometimes, but in other cases I prefer to use trailing puts because a price collapse might...

I agree with John (and what follows isn't "aimed" at anyone in particular...) The only thing that *MIGHT* beat what I predict BTC will do over the next 5-10 years is some of my trading models, but that's not an apples-to-applesfair comparison... and it's a HUGE "might." In terms of buy and...

Thanks for sharing, Mark. I've considered something similar, but was not sure if/why BTC/ETH will continue to maintain their relationship in the future. Do you have reasoning behind this relationship holding over the long term? Edit: Looking at the chart you posted, it seems you do this intraday?

Of course I can't speak for Mark, but there are options markets for BTC. It's pretty easy to hedge while remaining exposed for potential further upside. There is still some counter-party risk, of course, but that's a different conversation. Your point is well taken that "paper" losses are...

Do you mean the 34 cryptowallets Canada banned after invoking the Emergencies Act recently? This has nothing to do with cryptocurrencies. They also froze fiat bank accounts. Whether you agree with what they did or not, and independent of your views on crypto, what the Canadian government did...

I feel your pain! I had a bad losing streak the same month I got married. As if the stress of planning and pulling off the wedding wasn't enough. My son even commented on it during the wedding reception to all the guests. Great. My recommendation is to reduce your bet size dramatically...

That's interesting. Thanks for sharing. I'm not that surprised they called a cab, though.... What's the second-hand market for your phone? Say, $750? Suppose they average 1 phone a day?? That's around $200K annual income, tax-free? Why bother walking? Just because someone robs you, it...

Again, just in case it is of interest to others, here is a list of all irregular exchange closures back at least to 1954, according to Norgate: https://norgatedata.com/data-content-tables.php#futures NYSE - Irregular Exchange Closures Day Date Reason Fri Dec 24, 1954 Christmas Eve Mon Dec 24...

In case anyone is interested, the Canadian Prime Minister is about to hold a news conference... https://www.cbc.ca/player/play/1998098499751

I define ‘edge’ as a positive expected value, after commissions. I think that different people define ‘edge’ in different ways, but we are (mostly) all roughly describing the same concept. More precisely, I define edge as an expected value, after commissions, that exceeds the risk-free rate...

Depending on exactly what you want to do with the data, I vouch for Norgate (no affiliation) in conjunction with an analysis platform. It is very easy to include only stocks that were constituents of a given index (eg: Russell) on each day during the backtest, adapting each day to include only...

Thanks for your reply. Just to be clear, are you saying that the data is incorrect or are you saying that it is better to trade near the daily low and high? Or are you saying something else entirely? I want to trade this particular strategy on (near) the daily close and usually hold for...

Hi Everyone, I'm just looking for opinions on the QUALITY OF DATA provided by Barchart. I'm about to do a quick one-off analysis on some EOD EUREX futures. Barchart has what I want, but I'm wondering if anyone can speak to the quality of their data. I don't care about price, integration with...

By definition, the expected value does not depend on the distribution. The formula is the same irrespective of the distribution. The distribution does affect other metrics, however, and as you rightly point out it is valuable to know the distribution of your profits and losses. I like to look...

Not everyone wants out of their day job. There are people who are successful traders AND enjoy the challenge, satisfaction, sense of accomplishment etc. of a stimulating day job or building a business, etc. I don't know newwurldman, so I can't speak on his behalf.

It depends on your account size. If you you're getting information from Bloomberg that you calculate translates into a boost in annual return by 1% on an account of $10M+, it pays for itself. If your account is much smaller, you would need much more added value for Bloomberg to be worth it...

I was quoted $2305 USD/mo in June 2021. 24 month minimum contract length. All or nothing as far as I know.

March. I mean, things can always change, but March seems fairly likely.