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Ok so what am I looking at here? How do I know it does better than randomly picking what I think would be turning points in market structure?

What about selling options spreads? i.e. selling VXX Call Spreads. You can hedge your risk there. Or at least define it to what you are comfortable with.

Totally agree. And this resonates with me because that's sort of the boat I'm in right now. I finally have some basic skills to to some simple backtesting, and testing my ideas, and testing the ideas of what I thought to be factual and it just doesn't hold up. Everybody wants to sell me a...

My issue is that anybody who teaches trading does not have an auditable track record to show what they do works. Nobody asks the important questions. After backtesting manually (because some patterns are too subjective to define to a computer), as well as through TradeStation, it generally...

Just curious. I have some questions regarding Portfolio Maestro and how they come up with their numbers but TS support is garbage, and their website doesn't provide much explanation behind their Statistical significant and T-Test values.

I don't think I have the skillset yet to be able to do this.

That IV trades higher than realized due to variance risk premium. There has to be something I'm missing though, right?

sorry if this is a silly question but why add the nationals of the index and interest rate? Is there some type of arbitrage you are implying here?

D1 as in Delta 1... Long the underlying?

I saw a YT presentation on this concept and it just seems too good to be true. I'm looking for counter-evidence as to why a system like this doesn't work as well as claimed.

I've backtested a few technical patterns or indicators, and they all basically come back a mixed bag. On average. From my own research, due to var risk premium, trading IV on options really seems like there is a true edge there. I know I am not talking about transaction costs, and the...

LOL My issue with advice like staring at a screen, is how do you know what you are seeing is actually there? Humans are pattern recognition machines due to our evolutionary biology. We see things that aent always there as a survival mechanism. Look up at the clouds long enough and you will...

Just wondering why you left, and if you have any suggestions for me as a beginner to go about researching where to find an edge. Thanks!

Say, for example, you are testing a system on US equities with NYSE trade data. There are tons of other transactions that are OTC, OTC derivative transactions not hitting an exchange, or even trades from dark pools. All of which not being traded on the exchange. Therefore the data you are...

Matt, any chance you can reach out to me on ORATS or Pm here for us to connect? I would prefer than than sharing a backtest.

Hey Matt, Yes I looked into ORATS today. I was looking to test some equity trades, as well as some options trades.

I was just wondering what do you guys use to backtest. I really dont want to code, and I would prefer some user-friendly options to backtest.

which user are you quoting? I don't see anything but these as comments on the post.

okay, so can you give me an example of what an edge on 20 trades would look like to be good enough to further research?

I didn't get a chance to see the reply so not sure what it was about or the context.