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I think this is bootstrapping. I think monte carlo is resampling from a distribution and there is no distributional assumption here. Both approaches have strengths and weaknesses, I usually prefer bootstrapping except with a very small dataset in which case I'd use monte carlo. But this is...

It's trivial maths that (x*0.5)*c = x*(0.5*c) And if you stopped trading after losing half your money they would be identical. Which you use is basically framing GAT

Pretty sure google will give you a more comprehensive answer than I would Rob

Breakout is a particularly weird forecast, because it's bounded - the price can never be higher than the recent maximum or lower than the recent minimum, only equal to them. Hence you would expect some 'squashing up' at the extremes. The smoothing brings things in slightly, but not much...

Sorry I've never traded warrants. Rob

OK actually what I do with instruments that are too expensive for anything (Milk always comes up like this) is give them a 1/4 allocation in four very slow trading rules. So they do feed into the system but of course they will never show up with any trades or positions. There is only a very...

No https://qoppac.blogspot.com/2023/02/fast-but-not-furious-do-fast-trading.html Rob

I'll probably wire them a quid and ask for change. Rob

Forks aren't bad -they mean the project is popular The problem is without a named successor, people won't know which fork to switch to that will be well maintained by someone credible. So it has to happen by consensus - a bit like a crypto fork. And the danger is you end up with two forks that...

New email today: * * * * * IMPORTANT MARGIN CALL NOTICE * * * * * TO: U****8709 FROM: Interactive Brokers DATE: 2024 03 07 RE: Margin Call Dear Interactive Brokers Client: .... This NOTICE constitutes a MARGIN CALL. ... blah blah The amount of funds required to restore your account to...

This is the downside of open source, especially with only one BDFL who can pull code. When you have a project on github you can name a 'successor'. Someone who can take it over if something happens. At some point I need to do it for pysystemtrade, although that is a much less popular and...

Yeah me too GAT

This notice serves as a margin call to your futures trading account. A breakdown of this margin deficit by currency type is provided in the table below. Currency Type Margin Deficit Age (Days) GBP 463,398.52 Margin report: Excess Liquidity 185,735.61 Margin ratio 56% GAT

These FNDs apply to all physical deliveries which includes most bonds. Don't worry someone will buy it- someone who can take delivery if required. You might not like the fill though!! Rob

What could possibly go wrong? Rob

I'm doing https://www.toptradersunplugged.com/podcasts/systematic-investor early next week. Any questions send to info@toptradersunplugged.com Rob

I haven't got minute data, but I do find a big difference in performance between unlagged and one hour lagged returns, and also better returns with lower capital and lumpier positions, which suggests that waiting for the market to move more would be benefical (some kind of threshold on the...

Yup Rob

No eurodollar with spread Rob