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You can actually submit an order buying at Vwap using ib algo. What it does is to break down your order to fill it along with daily volume develops or time passes.

That is kind of beginner’s mistake assuming entry at high or low. My entry is at the vwap of the day.

The strategy was tested for the last 20 years. If I just play on any stock of the s&p 500, the result is superior to buy and hold. For example, running on spy, huge returns in 2008 and 2020, only one small loss year out of 20 years. But if I play on all s&p 500, the return/share is still very...

same capital when they were tested independently. The question is, two time series returns when combined produce worse result.

What does it mean?

Another writing style of destriero, which makes me wonder if it is a pattern that option expert could not talk in layman words.

I have a trading strategy， if applied on SPY alone, the return is $0.37/share daily for the last 12 years with Sharpe ratio 1.1. During the same period, the spy has a daily return less than $0.02/share with Sharpe raio 0.5. If I apply the same strategy on msft, the daily return is $0.2/share...

I never understand what destriero was saying although I know every words in his sentence.

From openai

I used open ai chat gpt to get the answer. I tried google first, did not find a clear answer. Openai is unbelievable. But openai says “when vola of atm is larger than otm, buy higher vola and short lower vola” to lock the skew, I feel the common sense should be to short high vola at atm and buy...

Could you show the trade, butterfly or something else?

Which option is this?

How to join in your group?

is your model still working or you stopped trading the model?

could you give a simple example what the trade looks like? You mean long 100 shares spy, and short 85 shares aapl? Or something like that?

trading psychology book is useless. If you do not have a good entry, it can not save you

What do you mean consuming a stream? An average user using restful to get data of whole mkt level 1 each second consumes a stream?

is there minimum charge? For example, I only need to stream real-time totalview datapoints every 15minutes for the ohlc bar, that is less than a few mb per day. What would be the minimum charge for that including all fees charged by exchange?

t bill

for security purpose， mac is more secure than windows because few hackers on them ?