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1. Prices <> value and wealth. Easy to see when prices are inflated out of thin air with no change in society's wealth. 2. Bitcoin has value, it's just negative. Waste of electricity with no real world wealth/utility to show for it. It's realistically not good for anything other than...

Try building advanced bars (range, tick, volume) from snapshot data. Won't ever be correct. Just as volume profile won't.

Is there a data vendor with custom calculations, like midpoint NBBO of underlyings and sub-second updates? If not, is there some standard way to get current weightings / adjustments etc. to do it yourself?

How much are you willing to bet on your opinion?

You've likely sent your orders the wrong way. With IB, if you enter on a limit, that has to be the parent order. If you want to exit on a stop, you need to attach this child order to the parent order, referencing the parent's order ID. The child order will then become active only after the...

Profit target is exiting on a limit and it seems to be entering on a limit as well. The execution assumption seems to be 100% filled on touch, which is the best case. This inflates the backtest. 1,000,000 in 100 days with 10 contracts is 1,000 per day per contract. With 80 trades a day it makes...

It's ambiguous in CME's Rule 576 what a Globex Terminal Operator is. On the other hand, some brokers do send Tag 50 IDs assigned to their underlying clients, like Saxo Bank A/S. The broker was fined when the CME found the broker's auto-liquidation algo needed its own Tag 50 ID and may not use...

All futures brokers must send a unique Tag 50 ID for a client when sending orders. The Tag 50 ID alone is just "An alphanumeric value that cannot have spaces and cannot exceed 18 bytes." So it's any string of up to 18 characters like letters and numbers. I can see how that's necessary to help...

I don't see how the article drives home the points it wants to make. There are thousands of custom stock indices and singling out GSTHSHRP is no "exact mistake", just cherry picking by the author. Nobody suggested high Sharpe ratios imply low correlation benefits for portfolio construction...

Nasdaq pre-market biggest losers. Looks like Pfizer competitors down the most.

That explains the difference in thinking. AZ was already called for Biden on the Yahoo map I was looking at.

Another way is if Biden carries just NV then he wins 270-268, all else going to Trump (PA, NC, GA, AK).

Interesting to hear that. Can you explain more and what you think about Nevada?

If you pass in one month. The simulator's price is $350 per month. One is tasked with tripling the account, turning the given $4,500 into $13,500. That takes time even if someone can do it with their Sharpe 3-5 trading skills. Otherwise you're relying on luck.

You said previously you registered multiple try-outs concurrently under different names and one managed to make $3K in less than 10 days. In another attempt (not sure about the total), you apparently made $4.3K in 8 days. Sounds a bit random. From what I can tell, the retail scalping dayflies...

Sounds like you're looking for a market specific benchmark to compare your strategy to. The benchmark could be random trading, simulated by taking entries/exits when a random number is above or below a threshold. If your strategy only goes long or short, you could match that behavior in random...

@wmwmw posted some great insight in the other thread. The profit goal needs to be seen in relation to the real account size, not in relation to the fake account size. Let's look at Gauntlet Mini "$150,000" fictional account to see what this means. The real account size is $4,500. A profit goal...

Your suggestion was one "takes responsibility" in order to consistently trade at Sharpe 3-5, as if that were a viable path. It's not, neither for professional managers or anyone else. Apparently you're hinting at scalping / market making at the retail level. At the same time, you find nothing...

Show us the hedge funds and CTAs with Sharpe >3 and >5 years track record. You can start with sites like iasg.com and ctadatabase.fundpeak.com. Search any database and name the names.

There's no way one can "take responsibility" or "manage risk well" oneself into a Sharpe 3-5 trader, which is what's needed to reliably pass such rules on skill. Claiming that it's up to anyone's responsibility to trade at Sharpe 3-5 is incredibly clueless. "Put in sim effort to fix their...