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I think I saw someone here, couple of years, ago saying the same thing, that essentially nothing changed for them other than filling out that form. Thank you for confirming!

I'm sure this was brought up before, but after searching a bit here I couldn't find much. If a retail trader would be identified as a "Large Trader" what are practical implications? Is that just about signing an extra SEC form (13H) to help them with monitoring? Or does that imply an...

This is right up your alley

"Coffee is for closers only!"

IMO being chronically on unemployment support is the most unethical thing one can do, that is amongst the list of things that are not breaking the law. Successful traders contribute in the form of taxes.

When developing a strategy I mostly look at ARR/MaxDD and require MaxDD < 10% with at least 1000 trades over each 5y internal. After looking at thousands of strategies I have decent idea on what capital requirements would be for different ones and I simple drop the ones that would use too much...

I did at some extent and it is not something that appeals to me. Mostly because (a) it tends to use quite a bit of capital (b) works until it suddenly doesn't (c) returns are somewhat low And using leverage to improve returns seems too risky because of b. It will be very interesting to hear...

Forgive me my ignorance, no idea who this guy is. But I struggle to see what use to others is stuff like - "here we have opening mouth of bollinger band and price going up, we like to trade that, but when price is hugging 10MA and mouth is not opening it's a chopfest and we don't like to trade...

Yes, either that or having your backtest engine account for that, assuming dividend & split information is coming from a data source. Otherwise you will see unrealistic gaps, they will look your test results better or worse depending on a strategy. When in reality there was no gap.

The man lived a life that's for sure. What a colourful character.

I'm happy you found it useful. Thank you. Market Wizards is a great series for inspiration and learning about different styles. I really like earlier books too. For initial MR strategies ideas I would recommend to look at Howard Bandy's book on Mean Reversion and Laurens Bensdorp's Automated...

The only thing I do that considers corporate events is having my exit management split/ticker change neutral. Theoretically, worst case would be being short of something that is halted for months due to fraud or gets delisted (likely=getting stuck paying insane borrow rates), but I don't short...

It has something to do with disrupting how business banking is done. We offer it as SaaS to banks (our customers) where end users are businesses.

All months positive so far YTD. This year I turned off one strategy. Rationale: it was long and hit max DD while market was hitting new highs, which haven't happened before. Ended up being Net ~0$ on it, as it made good money at the beginning of the year. Will follow up on it monthly. Have...

I'd imagine most people google crashes after a significant correction already happened and it was rather sudden to be perceived as unusual. Then those are likely to be turn around points.

Generally, I don't avoid them in my own trading. Some systematic traders build their own exclude list over time. Mostly manually.

Sounds like it is both.

Ask yourself - Why would a strategy work for those 100 stocks and not another 100? If there is a particular reason - is it likely to persist overtime? How would it do in a prolonged declining general market? 2008/2000 like. How would it do during a flash crash like 1987/2011? Do you have...

That is a good motto. A lot can be done on strategy and execution design level. I wouldn't use certain order types or entry/exit technics reliance on which would jeopardize the system too much for the period I leave it unattended for. Quite a bit of redundancy was built into execution overtime...

Agree with you on the second point. I do run 100% mechanical and this is a lifestyle choice. Couple of hours after market close I receive automated report which I look at, habitually, at some point before I go to bed. It contains slippage + model vs live comparison and no $ or PL figures to...