Search results

  1. ValeryN

    Yet more tech. issues with IB today :(

    Hopefully their scheduled Saturday update will help. For me - IBs API didn't return any new positions taken today in positions snapshots from open till close. That's some serious problem for automated trading and it is getting into a dangerous territory of broker bugs. Good I had coded a...
  2. ValeryN

    What are some techniques to get over the fear of making trades.

    5 winners don't mean anything in terms of probability of long term positive outcome. I would insist, that the underlying reason is the same - not having a system and not believing in it. Too much uncertainty to handle, no proof it will work, money on the line, all good reason to fear pulling a...
  3. ValeryN

    What are some techniques to get over the fear of making trades.

    There is only one reason why that happens. You don't believe in your strategy. Most people don't have an edge or a complete strategy. Just vague and incomplete idea on what they think works. And yet they trade. It just so happens that you subconsciously recognized the dangers of this and it...
  4. ValeryN

    Kill me but How do I short Vol?

    Not sure what the story was with SVXY, but that chart reminds about the dangers of those tricky instruments. Shorting VXX / UVXY looks pretty "safe" comparing to that and what happened to XIV
  5. ValeryN

    Kill me but How do I short Vol?

    Here are few popular ways: Short VXX/UVXY are pretty popular. Can't borrow sometimes. Can buy SDS (2x inverse of SP500). Good for registered accounts and always can do it but it is not exactly volatility, might be close enough, it depends VIX options, but they are a bit trickier from my point...
  6. ValeryN

    successful algo strategy

    While I am not a big fan of Van Tharp, but there is one thing he put very well - you experience whatever you believe in, unless you don't, in which case you won't, which means that you do. Some popular examples - market is efficient / its' zero sum game / those who success are statical flukes /...
  7. ValeryN

    Fully Automated Stocks Trading

    Thanks for sharing Rob! Very entertaining read. Are you and your CTO are same person? Looking forward to hear more "retail" stories if anyone is willing to share. Val
  8. ValeryN

    Fully Automated Stocks Trading

    Thanks for sharing! Did you get a bonus for that one? ;) Val
  9. ValeryN

    Fully Automated Stocks Trading

    In this case it was due to a positive slippage. Some stocks, between open and the end of outage have crossed the point where they became a "bargain" and went further, making them even better deal. So by the time outage was over the entries happened close to market prices at the time, effectively...
  10. ValeryN

    IBKR outage?

    Today's IB outage lead to my systems making extra 1,659.93$
  11. ValeryN

    Fully Automated Stocks Trading

    Today's IB outage lead to my systems making extra 1,659.93$ Too bad I don't have anything on my shopping wish list.. Maybe some fancy paddle board? It strikes me how so many people complain about loosing everything due to outages, for instance - Robinhood had massive ones this year and there...
  12. ValeryN

    IBKR outage?

    Was it just data? From what I see from my logs there was no live / historical data available during whole US Stocks pre-market session till 12/07 15:41:46.066 UTC (1h 11 min after the open). Some resting orders did get filled 21 and 48 mins after the open (seems like roughly around the time...
  13. ValeryN

    2020 started off as incredible for short sellers but ended in Disaster

    Here is how my shorts-only have done. Wouldn't call +39% YTD a disaster. There are many ways to skin a cat. Val
  14. ValeryN

    USD vs CAD for Canadians

    When it comes to actually executing - I just buy/sell USDCAD with IB. Probably the best rates. It is a bit more tricky if need a hedge while keeping local currency to avoid conversion if equities are traded on the same account. Let's say - I trade US Stocks and will have extra charges if my...
  15. ValeryN

    USD vs CAD for Canadians

    Sounds like you decisions were timed quite well, and I appreciate you sharing this. Historically the range been 0.9-1.6 from 1994. So I did feel like recent 1.4-1.5 was "pushing it" and converted some back to CAD. In the retrospect it seems smart by being a systematic trader I don't feel there...
  16. ValeryN

    USD vs CAD for Canadians

    Interested to hear what people think is best long term for Canadians. Assuming we're optimizing for purchasing power of money in Canada. For example - Keeping money in some 50/50 split? Keeping all in one currency? And what are driving forces behind that pair? Are they typically the same or...
  17. ValeryN

    Alpaca (US Equities)

    "Are you able to participate in opening/closing options auctions?" All questions are re equities only
  18. ValeryN

    Alpaca (US Equities)

    Sorry, meant "auction". Ability to participate in opening / closing cross.
  19. ValeryN

    Alpaca (US Equities)

    I don't have access to other brokers who offer services to Canadians and have APIs. Alpaca is now in Beta in Canada, they have API + 0 commission on equity trades. As far as I know, there is literally no other choice. I could form LLC in US to work around the issue, but that comes with its'...
  20. ValeryN

    Fully Automated Stocks Trading

    Would greatly appreciate if someone can share their experience with Alpaca if any. Posted detailed question here Feel free to PM me if seems more appropriate. They seem to have started Beta testing for Canadians. Hence looking into it now. Otherwise we don't have commission free equity brokers...
Back
Top