Search results

  1. ValeryN

    Fully Automated Stocks Trading

    It is pretty common to hear people say - doing what is comfortable doesn't make money. Or some variation of that. Which is probably true. So, for some time now, I've been contemplating if I have became too comfortable with my type of uncomfortable. "falling knifes" and "stocks can shoot to the...
  2. ValeryN

    Traders...how did you do in 2020? I crushed it after two blown out accounts!

    Good year. Monthly PnL after expenses. More details here. Val
  3. ValeryN

    What is this guy doing?

    It is not that hard to see. Just login into FS and check your account #. I actually just checked top few accounts myself last week and was wondering the same thing as OP. What is most unusual here is how low is DD comparing to returns -> smoothness of equity curve and no loosing months at all...
  4. ValeryN

    Opening a new IBKR account, in progress for over 40 days

    Sorry to hear you guys are having problems. Realistically - every broker has problems once in a while. Happy customer here, but my account was opened many years ago. While other brokers were all other the news with outages during a few big volatility spikes last year IB handled my orders...
  5. ValeryN

    What happens when the stock you short has a non-transferable distribution?

    I read a horror story once describing one of such edge cases. A guy got stuck with paying borrow interest for years after the event. Can't find a link. He said broker was no help and it was kinda grey territory. There was mention of some agencies he tried to get involve and no one could tell...
  6. ValeryN

    How are capital inflow/outflow computed?

    The truth is - nobody knows in stocks. Yet, almost everyone pretends like they do. It's all guessing. Val
  7. ValeryN

    The “automated vs. mechanical vs. discretionary” trading debate

    Respect to you for putting so much thinking into this and your wife for holding on ;) For me, moving into mechanical strategies eventually lead to using more simple stuff and repeating it more often. Lower expectancy there is typical and compensated by frequency. An attitude change is required...
  8. ValeryN

    Fully Automated Stocks Trading

    In anyone is wondering if I blew up yet, today's answer - not yet. Quick update on performance: as I described in recent posts there were some strategies adjustments done recently. I feel like strategies are fairly balanced now and working as expected for their target market conditions. There...
  9. ValeryN

    Optimal F better than Kelly in trading???

    Problem with those is quality of input. Garbage in garbage out. Most systems don't have too many trades to show sufficient variety of that can go wrong. I personally look at the nature of trade and size up not according to backtest DD but rather what's the worst case for the underlying. For...
  10. ValeryN

    Company for former History teacher to trade?

    Keith, is there any particular reason you are not offering him something similar to what you do? Might be easier to guide him this way. Val
  11. ValeryN

    Fully automated futures trading

    No stat arb. ~80% mean reversion with a tiny bit of TF for diversity and better combined stats. There are several systems each targeting their own setups in stocks, both sides - long and short. Math is so simple that I don't even perceive it as math. It is relatively complex on the execution...
  12. ValeryN

    Fully automated futures trading

    Marsten been around for so long, and thru very different market types, that it is hard to discount his bottomline. I personally known him since around 2013 or 2014, and never seen anyone so honest and down to earth. Quite often, people are better at Doing rather than explaining how to do it to...
  13. ValeryN

    DeepFuckingValue refuses to bank profits

    35mil$ on 21 Black! Crowds cheering.
  14. ValeryN

    Fully Automated Stocks Trading

    Re mean reversion strategies - yes, something like that. I don't expect those to make huge reversions too. Re stat arb strategies - I haven't looked into them much. Personal reasons being - they tend to be quite capital intense (a lot more money needed to make same return), lots of work...
  15. ValeryN

    Data base setup and polygon.io API, cost?

    About 5-7 years ago, I used IQFeed to download large quantities of intraday data and had similar experience as @dholliday. Also, occasionally, their historical data would just disappear for some interval or before certain date. I'd contact support and they reply with something like - there was...
  16. ValeryN

    Fully Automated Stocks Trading

    Someone posted in another thread. Loved it.
  17. ValeryN

    Fully Automated Stocks Trading

    Without actually trading it it would be hard to say how real are those numbers. Most profitable opportunities in GME, NAKD, KOSS, AMC, EXPR are highly questionable as they were either hard to borrow or contract not available to short at different times. IV on GME options hit 1000% I heard, which...
  18. ValeryN

    Wall Street’s bounty hunter, Citron Research, abandons short selling

    This can go on for 2-3 years
  19. ValeryN

    Data base setup and polygon.io API, cost?

    Thanks! Re IQFeed - I meant to use most popular data services like that as a way of discovery of who supports them and that maybe leading you to find some platform that can do more of what you want. Depending on your budget, you might use Norgate just for the memberships :) As they have...
  20. ValeryN

    Data base setup and polygon.io API, cost?

    No idea how long it will take. Just sharing time-bound price ranges. It is quite typical that getting one simple scenario to work doesn't take long, but lots of intricacies come up around error handling come up or data sources not working as expected or you will change your mind once you see...
Back
Top