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it's a mirage if your win rate is over 55% while RR is close to 1. that just does not happen, even for Renaissance. most likely you have too small of a sample size. but to answer your question, your win rate and RR are typically inversely related for most strategies. so increasing one will...

he should have made a lot more money with the size he was trading.

i'm talking about his actual trade size. still very large

nope. tiered pricing is all you get.

Buy futures if it's down aftermarket. you'll most likely make money in the long run. the results are much better during a quiet market than a volatile market...

The size of trades mentioned in the book is ridiculous. Is he a good trader, or just someone without any risk management?

just do both swing and day trading...why not? both should be profitable if you believe in your system. maximize the usage of your margins...if you view trading as a business, it would make sense to use all your resources and time to generate a profit, no?

This strategy doesn't work. It may seem like it worked recently because the market is trending upward in the short-term, so you can get out profitably later if you're left holding the bag in a scalping trade. You have to have a stop loss in your system to prevent that one trade from causing a...

why don't you try to scalp on one instrument first? seems like many of these instruments have different price action...what works for one might not work for others. for equities, mean reversion works, especially now. Trend following is pretty difficult but you can make it work with a...

pick your poison: 1) Mean reversion: 65%+ win rate, low P/L. lose your money from a couple of horrible trades. 2) Trend following: 30-40% win rate, high P/L. lose your money from whipsaw. you can try to control these metrics with stop loss rules/pyramiding, etc...but high win rate = low P/L...

how is he calculating price improvements? in my opinion very tough to measure the differences as a non/semi-professional. Why would the MM's pay for flow if they are not getting a big benefit? and if there's a big benefit, where is this coming from? Theoretically, the zero commission order is...

pros of a big investment bank prime account: 1) implicit backstop by the government pros of an IB prime account: 1) don't need to worry about getting dragged down by other garbage on the balance sheet (commercial real estate might destroy the banks balance sheet this time around, etc) 2) lower...

Connors typically uses 200dma as a stop loss...everything below 200dma is ignored or sold...not a bad rule of thumb

"After missing much of the bull market due to being overly conservative I decided to..." the start of this post makes me uncomfortable for some reason...

There are too few trades for the backtest and optimization. Typically you need 2k-3k of data points for a backtest. if you don't have this many trades, then trade more instruments using the same rules, or break down your trades into daily P&L to increase sample size. the optimization needs a...

the fine is too small.

all mean reversion strategies. but with different indicators and thresholds. the strategies all work because they are all derived from mean reversion...good books for people to read up on...even if you don't use those strategies, they will give you ideas you can use in your own approach.

if you don't use margins and most of your trades are MOC/MOO, then you would probably save a boatload of money trading on zero commission vs. IBPro. Does anyone know how HFT shops make money on buying MOC orders?

IBPro margin rate is 2.05% (for 1-3M loan size) vs. 5.0% on Fidelity. That is a ridiculously large difference. IBPro also pays around 1% for idle cash...what does Fidelity pay? On the execution side, my experience is that when you have a large commission bill at IB, it's typically because...

What's IB's value proposition now? API and better rates on cash/margin loan? is that enough to keep people on TWS?