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Very incredible how things changed in 2007/08. The question is : would it be better to architect a strategy using a 20y time series or a 10y time series..... I don't think is an obvious question as is true that the strategy would be more robust, but is also true that probably would take in...

:banghead: very frustrating

I mean , the result that I got are very nice over 2007-18, but I am a bit scared by what would have happened with the same strategy over the 97-07. SO i am wondering if I should try to find something that works over the entire 20 years period.... of course, because covariance is not stationary...

:thumbsup: knew that covariance is not stationary, but thank u. I was more interested to know what do you do in this case. How do you operate. If you want to say of course

:rolleyes:

:DIf you'd be more specific I d appreciate. Thank u

You think I m gonna pubblish a several months work ? Gotta be kidding. Just would like to know your opinion if you want to share. Very welcome from some expert trader with more than 5 years experience

Hello guys, I've elaborated some trading strategies for different stocks, and I have backtested them over the last 11 years. The results are very compelling. The problem is that when I test them over another period (1997-2007), the results get materially different and worse. What do you think...

Yeah !

Today another 1,2$ not realized on spy. Very BAD !:mad:

I am a day trader since 90% of my positions are closed in the same day. The other 10% in the following day. I don t know about taxation in US but to me it doesn t make difference. By the way I m not saying that is impossible, but it would be something different I think and I should go indeed...

offshore is ok , thanks

Impossible to backtest as I don't have a static strategy. I trade accordingly to the market. Every instrument is unique...I am skeptic trading in the same way something that is even similar

You know....I m very reluctant to do something that I never did before. Hate it. I gotta find a solution for trading the spy. Or I gotta make another 50K ...thing that is gonna take time :mad: Point is that with 50K I m not even able to load up 500 shares of the spy...considering 50% margin ...

I prefer to stick with what I know, simple and consistent. Option would mean starting from zero as....what makes the difference here is experience.

I have been trading for years SPY with exactly that kind of leverage. 5% margin , required also 2,5% min stop loss....although i don t risk more than 0,2%-0,3% per trade. I ve got the account with an italian bank who provide this kind of leverage. Since january 2018 disgracefully Mifid 2 went...

Goodmorning, can you suggest me couple of brokers or banks who have the lowest margin requirements for trading ETFs ? Would be amazing 5%. Thank you