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Did you over-ride your system rules in doing that?

Can anyone elaborate on this? So basically the stock side of the business did great and the futures side didn't make any money?

Let's revisit in December, would be interesting to hear if you could get the numbers, thanks. Meanwhile, Stevie doesn't sound too excited: https://www.cnbc.com/2018/11/14/steve-cohen-sees-slowing-returns-possible-bear-market-ft.html

are these the latest numbers post the recent selloff?

you trade stocks, futures?

I'm talking scale/size. Do you trade hundreds of millions or billions?

They may have thought of the points, but here's the problem: (i) they don't believe, which is all that truly matters, since we all trade our beliefs and (ii) you presuppose in your risk-equivalence stance that there cannot truly be a sounder approach to risk-taking. And so, they are losing and...

Asness writes towards the end of the piece: Does this painful year presage a bear market for traditional assets, like in 1999-2000 and 2007-2008? "It's indeed true that our most difficult periods have come about 10 years part, now again in 2018. It's also true that the prior two came before...

This is a distinction without a difference They took on too much risk precisely because they didn't understand what needs understanding, and neither do you. The vast majority of the quant world edifice is built is on shaky epistemological grounds.

Did LTCM understand?

slice and dice however you want, vast majority do not have a sustainable edge (which is the only true definition of edge, you can't perform for 5 years and then crap for 5 years and say I had an edge for the first 5...) and are hiding behind the 'uncorrelated returns' defense. Just wait for the...

Most quants today are not doing stat arb, so that's not relevant to my post. By the way, the only firm that really knows how to do it is Renaissance, maybe one or two other names but that's it. This is the quants' problem (and the funds that hire them with high hopes) in short: Epistemological Fail

Sle, it's more than that: the whole delusion underlying the quant bubble is the idea that data = information. People feel smart because they have sudden access to a large supply of eager programmers who can work with ocean vast data 9 ways to Sunday. The problem however is they can do that all...

“If sticking with them were easy, the threat of them being ‘arbitraged away’ would indeed be much greater, and nobody would take the other side,” he wrote. I call bull on that, sounds like famous last words... Those that bought in can look forward to di-worsification now

https://www.bloomberg.com/news/articles/2018-11-08/aqr-plays-defense-as-crisis-of-confidence-looms-for-quant-land https://www.elitetrader.com/et/threads/ii-blames-style-drift-for-cta-woes.322601/page-3...

Post a couple of your losing trades here with entries and exits here: https://www.elitetrader.com/et/threads/losing-trades-archive.290695/ You might get some insightful input on your trading plan and then be in a position to reassess. A good trading plan should have you up decent after 10 trades..

Thanks. Some wicked volatility going on today again, an example at 10:42 et, somebody barreled through to buy a break of 57, they mostly got filled at 58-59, then you blink and it lurched back down to 52-51.... this is kill or be killed...

small, should not matter at all, but was wondering. Is your order way ahead (more than 10-15 minutes?) of the fill? That might explain why you are never sidelined?

For those trading NQ eminis, what is your experience with limit order fills? Do you get filled most of the time? How often is your order left on the sidelines?

famous last words...