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do you guys have tick data or 1 second as low and increment possible?

we also participated in commissions as well as 2 and 20 - but you need some decent returns to do that. if you use quartiles to estimate the 75 percentile gain of a move and then sell options against your future positions it generates a lot of commissions and brings in premium. plus park...

so true

gpt The spread between the implied rates from the options market (calculated by ORATS) and the same-maturity Treasuries, represented by the purple line in your description, can tell us a lot about the relationship between market expectations for interest rates, investor demand for risk-free...

sell stock get cash - sell naked calls - use premium to roll when necessary - stop when you own the world.

yea works great till it doesn't lol so many things people think will work in fact don't that's why my testing is my boss. it tells me what is real and what's just guessing. reminds me of take a losing system and turn it upside down lol

only crap services try and lock you in from the start cause they know you will cancel after the hype is over.

if you like your strategy stats then trade it - if you don't keep looking, the whole purpose of having a strategy is to follow it to perfection. so the results of actual trading reflect what historical testing shows.

talking about es a few years back it was algo trading in about a 4 point range so they would fade both sides of the market and anything outside of it - example this is how stops are run. m

he's talking about something that being on the floor, having a squakbox or only modern math algo's are capable of detecting. it's a feel for excitement of market activity coupled with a good guess of directional mo. it's a feel you develop. mostly after you have lost your ass a few times being...

been real good for me is all i know. this is it's comments about your code Lambda Function Structure: The function alpha should return a valid numerical result, but the expression inside contains several questionable elements: N/2*sigma should be fine. np.log(N*r) might lead to problems if...

Here's a corrected and simplified version: import numpy as np # Define the constants sigma = 0.2 r = 0.043 atmK = 32.0 d = 45 N = 252 # Define the alpha function alpha = lambda N: (N / 2) * sigma * np.log(N * r) * r * np.sqrt(d / 360.) # Example usage result = alpha(N) print(result)

Traders lose track where their at in the big market picture. I have seen the best trading methods get blown up trying to curve fit for a current situation, be dammed to the determent of the overall trading plan. Traders lose all their senses when watching their money in the markets...

so we get trump and the machine still runs in the background or we get giggles and the machine still runs in the background you can have any president you as long as the machine keeps running..

all of you posting in this thread especially the op look like a bunch of dumbshits to think any of these people matter or your opinions or votes. keep on with the pissing ant contest while the big foot of what's real is about to step on you.

i use to take the $prem and add it to the $spx to arrive at a synthetic real time futures price. intraday trading.

schizo how far in advance do you need to succeed?

the range bars i trade on are much larger than what he uses. i have about 1/4 the amount of trades per day from what i have seen of his postings. i do enter and exit within the same bar. i make 200 lose 400 and win 70%. works out to about $30 an hr. per cnt.

i say there is a trade in every bar and that's the way i trade.

your execution practices will dictate the bar size. it is possible to know chop from trend with two bars - the current bar and the past bar. no other method of regime identification i know of exist. ck pm