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HI, today HKFE changes margin requirement to HKD110,720 for one contract of HSI IB now has a 4% rule, current HSI is at 22964 (HSIQ7) 22964*4%*50=HKD45,928 50% of HKFE margin is 110720*50%=HKD55,360 I expected the HSI intraday margin to be max(4% rule margin, 50% HKFE margin)=HKD55,360...

Markets keep changing. It is not clear whether these participants will stay forever or just passing. My guess would be they will still operate in HK even after Shanghai launchs its own index futures. Being able to operate in more correlated market means decreased risk for them, especially...

Some Chinese traders started to trade HSI, using it as a practice for the incoming mainland Shanghai-Shenzhen 30 index futures contract. They are a gang of pure believers of capital power, win big or lose all, gambler's philosophy.

It all depends on your character.Some people just can not live with others, while some others can not live without. Some posts above gave balanced advice. And I want to add one comment about stress. Stess is sth that will gradually decrease during your career as a successful trader. The...

Hey guys, I did not realize that there are so many HSI/HHI traders here until just recently. What about the idea of having an Asian Stock index trading chat room ? We can be online during the normal Asian trading session. Anything about Asian stock index may be discussed during the day,we can...

Very very wild today, the ask/bid spread has doubled

It is because China announced last night that it now allow individual mainlander to invest in HK security market. Previously mainland Chinese can only buy A-shares listed at Shanghai or Shenzhen stock exchange, now they have one more alternative: HK stocks I placed buy orders at the open...

1/2 kelly ,Is it too risky ?What is the MDD in percentage terms during a years period ?

I also use the market volatility to calculate the trade size to keep myself exposed to the similar risk level.

Well, you touch the point more accurately. I was trying to divide the code for strategy(rules) itself and the code for autotrading. Yes, autotrade codes for limit orders, market orders and stop orders,etc. are quite different. And the codes turns much longer if you decide to make dynamic...

The framework Nitro mentioned seems to be a package for developing strategies, rather than for implementing trade automation. I agree that can take a lot of work. ( I mean,to find a reliable strategy). But so far as strategy implementation is concerned, once you have found additonal edges, the...

Usually the first strategy costs the longest time to develope. Once the first one is set up, then the bot infrastructure can be used to implement additional strategies at a much faster pace.

I also had to wind back the trade size to shrug off the additional risk , guess long survival is the name of the game.

HSI just rose 900 points in less than one hour the magic Chinese central bank foreign currency reserve must be involved in it

awesome, it is really awesome

Many got killed, some get richer, this is the life, we have to learn to enjoy it either way.

sgxnk & K200 also drop resistlessly today a historical moment for my tiny account :D

HHI is better today Well , I mean HHI was better this AM

excellent then the power of the nature will make the call

Does HHI have daily stop limit like 10% or 7% ? It is already down 6.26% today.