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yeah it's a little awkward with the 6 pdfs. I've attached a zip file containing all of them to this post, could be useful to someone (maybe myself in the future..) if the links die.

Equities only. 100% automated. Always hedged, so all my returns are pure alpha. Not going reveal any edges for obvious reasons, but I can tell you my general framework for trading equities was heavily influened by Ed Thorp's statarb series, which you can find here...

Well, I was really considering it seriously, otherwise I wouldn't have taken the time. You do sound legit just based on how you describe it :) Even if my returns are higher, there could be some forms of synergy with my edges, and some intangible value to your methods if I am able to improve them...

I'm thinking about how I would value this strategy as a potential buyer. What is an appropriate P/E ratio of a trading strategy? First of all I would require an audited track record, obviously. Without this there is nothing. Without knowing how it works, the estimated amount of capacity is...

You claim your point isn't being addressed, but the problem is you don't really have a point. All you have done in this thread is project your belief that everyone else but you is a moron. Everyone here understands how PnL is accounted in futures trading. When you say that rolling futures during...

110% troll. Clearly FrankInLa did not even read the post he quoted.

Just as when you accused me of not understanding, there is nothing in the post that you quoted that indicates the poster does not understand futures accounting 101. He is illustrating why it is hard to make money being long while the curve remains in supercontango. Just because the spread...

what evidence is there of these levels having any edge? have you got a whitepaper with some backtested results?

Do they pass through exchange rebates? Can you trade auctions and/or direct route? Both offer API? I tried emailing Schwab institutional just now, unfortunately it said there was an error submitting the email form so not sure if it went through. Tried again with different browser and same...

pm me too? Tried to negotiate with IB and it didn't work. Paying a lot more in commissions than OP.

Is it not possible to setup some kind of hedge fund where you can have clients but keep the trades opaque?

Theoretically yes. They could trade at any price the exchange software allows if the market participants are irrational enough. In practice, extremely doubtful. As others have mentioned, it makes economic sense for oil to have a negative price in the circumstances due to the carry. But for...

Sounds spot on to me. You post obviously incorrect information, then when someone calls you out you claim to be correct and create an quarrel. Then you bring it up again in other threads and say that you "schooled" them, and "still licking your wounds" (basically "u mad bro" kind of stuff) that...

LOL. I thought you might be a troll but now it's obvious that you are. Thanks for clearing that up for us :thumbsup:

Not only pedantic and unhelpful, but also wrong. The terminology is correct, debit and negative cash balance mean the same thing. IB even uses the phrase "negative cash balance" on some of their pages. Since the question doesn't seem to have been properly answered yet: Yes, you are correct in...

https://interactivebrokers.com/en/index.php?f=598

It makes sense if you know what you are doing. OP says he has a sortino ratio of 10, positively skewed strategy. Borrowing as much as possible sounds like a no-brainer. I've personally borrowed money for my trading since I started, and I'm very pleased with the results. As are my lenders, since...

Borrow money to scale up. Wealthy friends/family. Mortgage your house. You can deduct your interest costs from your taxes. Find a prop firm willing to back you with huge leverage (not recommended, high risk of strategy being stolen) Sell the strategy. You will somehow need to convince the buyer...

If I said that VXX underperforms VIX, would you also tell me that was "bollocks" because "there's no instrument that allows you to buy VIX" and "you get VIX performance by buying VXX"?

IB supports every single one of the "active-trader" tools that you mentioned, in addition to having lower commissions. I am not a shill for IB, in fact I am looking to leave them for a variety of reasons. But please keep your claims factual. If you can, please go in detail on which metrics...