Search results

are you sure about that? I don't live in Canada but I remember hearing something like 'superficial' losses

Annualized standard deviation of rolling 50 day returns of BTC sqrt(250)*stdev(recent 50 day returns of BTC)

From academic papers I have looked at, selling premium seems like an inferior strategy. I've seen long term backtests on it and it always seems to blow up at some point. I guess it's just my preference, but I feel like making directional bets and being long volatility is 'real' trading.

If you are somewhat proficient with excel, sounds like it is something you can do yourself. Just a matter of setting up the proper columns and formulas.

time for the US to end being the main funder of Germany's military defense budget

btc vol is low at the moment - I think it's just a cyclical occurrence. I don't think its anything structural. Here's the 50 day rolling volatility of btc:

They could be an alternative to micros in the case where one has a directional bias. But if one has a sideways prediction, these bet contracts enable one to express that as well. Also there is a lottery-like feeling to these compared to micro trading. For example, you could buy a few strikes...

Day 2 was a slight loss. Total bets cost me $209.75 (including commissions) and the net outcome was a loss of $31.41 or an ROI of -26%. Here are the transactions:

Had a good first day with these event contracts. Total bets cost me $37.50 (including commissions) and the net outcome was winnings of $25.04 or an ROI of +66%. Here are the bets I made (last column shows the PNL):

The bets are priced between 0 and 20. These are all intraday bets. If at the end of the trading session you win your bet you get $20. If you lose your bet, you lose what you wagered. No options decay involved - this is straight up betting.

The exchange posts expiration value after settlement. The bets change in value real time based on supply/demand. You can 'trade' these bets intraday where you can exit early before EOD.

I've always wanted to try Nadex binary options but never got around to it. Now that these are offered by the CME, I jumped in and put on my first trades just now on IBKR. I'm starting small (just 1 lot bets) to get a feel for it. I did a couple of long strangle bets: Natgas and Copper...

I ran it for a few months after shut down for my own personal curiosity. It did not make a stellar recovery. It was during the Bernanke era and the early days of zero interest rates and asset prices were not moving normally. The model might have roared back to life in recent years but I haven't...

If I recall, I was in a -10% drawdown when they shut me down. But I think the agreement allowed for a -20%. It was a pre-emptive move - they felt my model was broken. It was a quantitative macro prediction strategy.

About 12 years ago, I traded for a HF where they started me off with $10m notional funding. Fee split was 20% of profits to me at the $10m level. As the assets went up there was a declining split for me according to a sliding scale. Never got to that stage though as I was shut down after a few...

IB is silly with money transfers. I recently did ACH from my bank into my long standing IBKR account. They put a one week hold before making it available for trading.

Dare I say it might be much worse than the GFC. During 2008, it was contained within a few financially linked countries including the US. A lot of the pain was offset by the emerging markets who were on their own separate growth trajectories. This time round the economic stresses are fully...

How wide are the spreads? What kind of volume? How deep does the bid/offer look?

Now why would anybody want to do that? It's too volatile. If you invested last December you'd be down 20% (total return including yield)

No doubt with rentech that the quant models have driven their high magnitude growth. But I've seen too many other quant firms throwing a lot of brain power and resources in order to achieve sub 10% Caror net of fees