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Anyone has experience? Context - been peeking at Alpaca for some time now, but only recently they seem to be offering a beta testing for Canadians for 100k+ accounts only. I currently trade 100% with IB and paying >1k/month in commissions alone on equity trades. Being at their TIER2 in terms...

Diversity on a board level is the probably the easiest level to achieve it at, if looking at company structure overall. Board doesn't tell business what to do and it doesn't execute. They provide oversight. It is way easier to get diverse board members than executive/management team or some...

How far back did you go with testing? How much data did you use for training your model if you are using AI? Val

IB Gateway. I use TWS maybe once in couple of months so not sure.

I'm not smart enough to compete with big boys who trade indexes. Re your exit - sounds like a simple bracket order would do. You send it with your entry order, active immediately. IB also supports delayed activation. You can specify time when order need to become active. Might be handy. But I...

Pretty simple and very complex depends on how to look at it. I'm guessing you're talking about trading system rules and degrees of freedom, then - each individual system is relatively simple and uses only 1-2 rules for a setup. That is on top of other reasonable generic liquidity/volatility...

I can't speak for anyone else, but I run fully automated trading for a rather small retail account (<500k USD account with T-Reg margin). Rather small because it is small enough to exploit certain edges unavailable to players with big pockets. Having said that - account size is certainly an...

@TheRealDon - how do you test your system? What convinces you it will work? PS. Good luck! Val

I'm running automated trading for US Stocks - checked logs quickly, don't see any issues today.

Post here about your experience is you end up getting it. To me - looks just like a dozen of others like that. No opinion. In general - the more data you deal with the more time you send on QA and I just don't have the time. So I stick to what proved to be a high quality for reasonable price...

Volume 1

As someone who uses FS - their accounts stats are better than at IB, I use them a secondary method of DD calculation and few other little things. Occasionally I'll compare with my own calculations to keep myself in check. Nothing they offer I'm currently using for any trading decisions. No...

I don't have a formal rule for this. But you're right, it is likely to happen between MaxDD and MaxDD * 2. Really depends on how exactly DD happened and my level of concern for the underlying edge. The way I think about it is - if I would be "data mining" strategies or using only recent data to...

2x of historical MaxDD. Context matters too. For example - I have some general idea on when a particular strategy should be best performing or having a big DD. If general market conditions are right for the strategy but it is not making money or loosing money - that is an early sign of a...

Detailed results of a live vs model comparison for last ~3 months. Not a strategy by strategy in this case, more of a big picture thing. Since this journal is already 28 pages, might worth to give an explanation again: Top half - equity curve in %. Lines are - individual strategies. Bottom...

That really sucks, sorry to hear. I'm sure enough people will disagree with me but I personally think that being systematic trader and benefiting on such an unusual day is really just a luck. As one would be mad to optimize for such rare events. Taking a huge loss might be just a matter of...

Posted about biggest win recently in KXIN, worth mentioning the other side. By no measure this is the biggest loss, rather one of those that bites more than others. Mostly due to how fast money is gone. Biggest single losses this year were x3 that amount on individual ticker PL% level amount...

Good luck! My longest discretionary streak was right around 30. That was years ago, but in essence - shorting stocks during bull market. Longest algo streak for a combined equity of 5 systems ~22 in this Aug-Sept. There was another one, similar to that early this year, around Feb-Mar Val

As I was thinking about ideas for new posts, I realized that I don't need to go far and as the name of this journal suggest - might as well write about Automation. Also, there seems to be more questions about it lately on ET in general. Why don't I post about Automation here much? I believe it...

KXIN today.. insane outlier in a recently added penny stocks strategy. +80% in <24h. This might be a record for me on % return in a single stock for such a short period of time. I feel like a lottery ticket winner on this one. PS. Sometimes I look at those little companies and crazy price...