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At least CA population still growing albeit at a slower rate. NY state population is actually declining, about to lose 2 seats in Congress as a result.

offtopic: stare at dest's chart on your phone. I swear it looks 3-D

Gotta vectorize. I did an initial backtest in Python with lots of large dataframes using looping. That took almost an hour to complete. Then I vectorized everything and it ran in 4 minutes.

Every trader is different but for me the trading part takes up about 60 to 90 minutes total per day - it consists of entering the trades generated by my systems. The hard (and way more interesting) part is where I spend most of my day backtesting and building out new systems. The hardest part...

If that is truly all-in (including exchange fees) then that is very interesting.

not more than 10% peak to valley on a daily basis

From what I've seen, the majority of subscribers at C2 have a gambler's mentality where they chase the hot systems that have made mega returns. Then the mega drawdown happens and they all exit at the bottom. Quite the comedy show. There's not much of a subscriber base there for decent systems...

Holding equity markets in the night session does produce positive returns over a several year period. But after commissions and high trading volume it tends to generate single digit annualized returns with an unexciting sharpe, not to mention tail events like the overnight flash crash in August...

GDP growth has managed to stay above zero these past 3 years because of Trump (despite all his faults). Had the 2016 election gone the other way you can bet we'd be close to zero or negative by now. If Dems win next year you can say 'bye-bye' to growth mindset (aka deep and prolonged recession)...

You can also manage client accounts as a CTA. It would probably make more money than the IB+subscription idea.

Not super high as one might assume given that r^2. It varies by system with a range of 50% to 65%.

Not ML but i aim for greater than 0.9. The more reversion systems the higher the r^2

One tenth size micro contracts are available to trade at CME in a couple of months. Can take risks without too much consequences.

I did contact IB. Anybody else having this problem??

Am I the only one that has been experiencing this? Since yesterday, every time I log in it appears blank.

I've backtested things like that where I hold something like PFF and hedge with an inverse ETF. For whatever reason that strategy looks like crap. If I get time I will upload a screenshot.

Mostly excel nowadays

Generally I like Windows 10. I have it running on my powerful desktop. But there are still many memory glitches. For example sometimes I cannot close my ThinkOrSwim by clicking the red 'X'. I have to do ctrl+alt+delete and kill it through task manager. Same for IB TWS. Copy/paste across...

Its a common strategy. Get a trial subscription to Clenow and look at his term structure model.

SQLite user here. I agree - very lightweight/fast/stable. I use it linked up to Python.