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A few million

the result is indeed superior and impressive. even though it has only one year running, but since it is day trading, after hundreds of thousands of trades, no drawdown during market bull and bear, it can mean something.

I have a successful trading strategy, which is very profitable and the logic is easy to understand. the strategy has a sharpe ratio of 5, over 200% returns per year, but the capacity is quite small. anyone who spends 3 hours will understand what I am doing. the strategy has been working very...

xeon cpu with ecc memory

irs wants quick money

when I filed tax I did not calculate wash sale. I only reported gain that year. I am active day trader. No position holds over a few days. Irs would not be interested looking at my each trade. If your position holds many months, then take a loss before the year end, then buy back,your purpose is...

i am active day trader, some positions hold overnight, some closes on the same day. every day I trades large volume, say 10 million USD bought and sold, and make a razor thin profit. if according to wash sale, i can not claim the loss, i would own IRS million dollars every day.

where is the news link? does it mean the option spread will be as low as 1 penny?

option on td is 0.65

why no? the option price is determined by stock price, strike price, volatility and time duration. since strike price and time duration are fixed, if we can hedge flawlessly to filter out the influence of the stock price, the option price is determined by volatility. the volatility exerts its...

Suppose one can do delta hedging in a perfect way, that is, delta hedged tick by tick (suppose the tick space is very small, such as 0.000001 cent), no commission evolved, can one be guaranteed to obtain the option premium if he sells a call or put option regardless whether the implied...

i cancelled all of them. even with resting orders, my buying power is still much bigger than the order I want to send, even that order is 100 shares at 1 cents.

I can not open new order between 9:00-9:30am on IB. IB says the sum of risk surpasses my liquidity even though I have large cash in the account. Anyone has the same experience?

i know ytc and also have his books. Not familiar with tsr

what do you mean framework of Java? It sounds you have different options. How many frameworks of Java you can choose from?

even with ubi, the government still has to offer free Medicare to the poor.

great waiting to see your testing result

which company?

that is not my experience. I coded a model first then use my money to go live. No trading experience before that

Do you try to make your account market neutral? Do you hold overnight of short positions? How large of each position? Thanks