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It's a bit low, lower than 2-and-20. It's ok if it's without a high water mark limit. That do mean you can lose -5% one year and do gain +20% the next following year with no HWM limit on the gains.

I use the equity for active trading but my overnight margin requirement is only 20-25% of equity, so 80-75% is excess cash reserves. The trading operation is returning 23% annualized over the previous 5 years. I'm happy if I can add another 3-4% on top it. I do not want to lock up cash for...

Between trades I have large amount of idle cash on my account. I do want to earn some additional low risk returns on this. Purchasing 1m T-bills or ST interest rate ETF's currently return less than 2%. So I figure selling weekly or monthly SPY puts against the cash may give a higher return than...

Anyone doing this? What is expected annual return of this passive income strategy in regard to low risk?

Are they not being traded? CME lists it on their home page. http://www.cmegroup.com/trading/equity-index/us-index/e-mini-sandp-smallcap-600.html

Go got many benefits over Python, some of the top of my head. - produces binaries just like C/C++/Fortran - excellent concurrency functionality, no thread management needed for parallel execution - strongly typed - very good and efficient garbage collector - no problem with legacy Python v2...

It do work if you have a solid method that work. Made good money on my current legacy system during 2010-2015. But due to the low volatility environment in stock market we have now no signals are generated anymore. In 2016 the amount of signals went down by 50% and for 2017 there have been zero...

Choose the right language for the job. Often language choice is determined by specific packages one need to fulfil the task. Sometimes it is Python, other times it is R or something else. Each language has it's strong points. As a general language I have switched to Go. I need good support for...

The RR is to low for my taste, I would not trade anything less than 1:3 or 1:2.5 With a low RR like that, you will get in trouble then the system hit a longer sequence of losses and your "Percentage profitable" (win/loss ratio) drops to 40-50%. With a ratio of 3:1 you will still be breaking...

It's all about the risk-reward ratio. If you have a metod that yields 1:3 RR, you may take an annual risk of 1% on capital to earn a annual 3% return. You can scale it up and you can scale it down, you can chose exactly the risk level you are comfortable with.

Have patience, there is no hurry to invest or trade at the moment as markets are in correction. Nasdaq 100 is -5.6% and this correction is not over yet. One may get into QQQ at -8% to -10% so ones downside risk exposure look better.

I found out managing OPM improves my trading as I act more professional and disciplinary maner with it, lot as I think through and scrutinise trading decisions and risk. Then trading only my own equity I'm more sloppy and have less an eye to details and diligence. One becomes more professional...

Doable with a trading method that gives 60% wins and have a profit/loss ratio of 3-to-1. It's only the volume of trades per month and percent risk per trade that limits how high you can go.

I have been with Bitcoin since then the price was 20 cents, I have seen many "bubbles" come and go, only to see it set new all time highs. I still remember the first "bubble" where it did rally basically from zero to $32 only to crash down to 50 cents. I believe it will go higher in the long...

I do consider it is a very good idea to use a micro service architecture (independent self-standing software components/modules). That way you can more easily outsource your development on other parties. You write tests against the API (I/O), where you test compliance against the specification...

No, that is not so much Quant. Quant trading is mostly about longer term strategies, multi-day swing, multi-week and multi-month is not uncommon. HFT, intraday trading and market making may count as a small subset of Quant. Not the majority.

These have it draw-backs too. They ("the firm") may have opinion on your trading style, risk parameters, they may try to influence your trading, etc. Investors in CTA/HF will mostly leave you alone to do your own thing inside the given risk mandate. They care only about monthly, quarterly and...

Different regulations and registrations for CTA and HF. In a CTA the customers funds are segregated in different sub-accounts. In a HF the funds are co-mingled into one pool. You still need a LLC ("registered company") to operate a CTA business. Still need lawyer and accountant (for the LLC)...

Of course it is possible, but to what risk? I can do 100 pct annually, but the annualised risk will be 50% and that is unacceptable to most people, including me. :D

You are clueless and don't know what you are talking about, anything that uses IP is sockets, regardless if it is TCP or UDP.