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No kind of portfolio balancing will achieve that you say. You mention +5% annual overachievement over index, that implies Alpha, so you have an alpha generator that can provide this? The other part is that you want to limit MDD to -33%, that can be achieved with hedging using futures or single...

This, it's due to greed, the urge to make large amounts of money quickly. if people risk max 0.1% per trade if they are day trading or 1-3% then swing trading, they can make hundreds of trades without emptying their trading capital. An other thing is that psychology may get at them, failure to...

Biggest revolution is happening right now in the datacenter, under everyones radar because it is not related to consumer products.

I use Google Container Engine (GKE) which provides native Kubernetes. Prior to that I have used a VM at Digital Ocean. Also have a PC at home I use a as Linux server to run Kubernetes, where I run development, testing and other non-trading related containers as Wordpress and MySQL, etc. Google...

Nah not AWS, I'm running mine on this thingie called Docker on this other thing called Kubernetes.

Would pay a four digit amount. But I need to understand not only how it work, but why it do work, and if it is stable into the future. I need to dissect it to fully understand the hypotesis and theory behind it.

Tip, here how one can convert from epoch on Linux: date -d @1469145600 or with a custom format: date -d @1469145600 +"%d-%m-%Y %T %z" get the current time in epoch: date +%s

Agree, dont think it supports that, which makes the software pretty useless, only good for connecting to a demo account. IB have multiple types of 2-factor solutions which all requires interactive input.

Duh, what are you talking about. TWS/IBGateway provides IB's programming API. TWS/IBGateway requires a graphical display to run. IBController packages the Java jar files from TWS/IBGateway so they can run without the need of a graphical display. It's a solution to a known problem that many...

No, the application-container engine and developer tools is all free software/open source. Commercial support contracts or hosting of proprietary container images on hub.docker.com one has to pay. But that is mostly for businesses and corporations.

Solution to use IB's API without the need to GUI clients (TWS, IBGateway). Open source software project IBController http://ryankennedy.io/interactive-brokers-api-docker/

Any info on how often is the "top quintile" is resampled and stocks in the portfolio replaced? Should be fairly easy to develop and test in Quantopian/QuantConnect so one get the risk-return metrics.

Majority is garbage, excessive risk-taking, inverse risk-reward relationships, etc. Is that why you see so few systems with a life time beyond 3 years? they fail to deliver consistent returns and the vendor restarts track record again a new system. I'm not a vendor, why would I show track...

"my needing", lol I do not care about your needing. You are a vendor, that is the name of your system on C2 you are selling?

I have been a member at C2 for many years. And would say that most expose them self to way too much risk. Majority are shoot-to-the-moon and happy-go-lucky systems that target audience is retailers that want to get rich quick. I have seen countless systems explode in the face of the...

Want to see annual average returns two times or higher of the max drawdown of the system lifetime. Ex. if the max peak to valley drawdown is 10% over a trailing 3 year period, then the annualized return should be minimum 20%. For my own quant system the relation is at 2.5x, I can chose my my...

Just did take a look at C2, I would say 99.99% of systems is garbage. Did only find one one single system I would feel safe to work my money, and that is "XessIVol". Yes I do have high expectations regarding risk vs return metrics.

There will be a crisis regardless of who wins. Where always have been financial crisises and always will? (human nature?) Jeremy Irons said it well in Margin Call

Was under the impression that OP was looking something more advanced than the retail platforms as TS2000/NinjaTrader/MT4. But yes, you should start by looking at requirements. I would advice against lock-in to one single platform and put the code outside of the platform and use the platform...

You need someone that can design the architecture and pull the strings. The programming is easy and can be easily outsourced to cheap developers from India, Vietnam, Philippines and other low cost countries. Application should preferable be based on microservices architecture with clean API's...