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A piss poor 0.2% up, and a pathetic +2% today. Honestly, if I keep getting these kind of depressingly low returns I might shut the system down. From https://vantagepointtrading.com/how-much-money-can-i-make-as-a-day-trader/#:~:text=Therefore, with a decent futures,about a 18% monthly return...

It's on the LME which isn't open to retail investors, at least not on IB This might be an alternative https://www.interactivebrokers.com/en/index.php?f=2222&exch=lmeotc&showcategories=FUTGRP GAT

Here are the returns again since the google sheets work is borked for some reason Can't believe I've been doing this for over 2000 business days; coming up to 8 years! 2014-04-08 2014-04-09 2014-04-10 2014-04-11 -0.95% 2014-04-14 -0.36% 2014-04-15 1.13% 2014-04-16 1.81%...

Just in excel I'm afraid since I'm currently keeping my laptop database frozen for book writing purposes, and I can't produce graphs on my headless server. Here are the raw returns Or click on this (Image sharing never works for me) Rob

Final score was 4.6% Rob

+5% as of 7am GMT Rob

That 0.4% extra is my massive alpha. Rob

Just face it guys, I'm a flipping genius. Subscribe to my youtube channel now to find out my secrets. Rob PS I'm just a *very* lucky person...

YTD P&L. Up to now, so includes this morning Look at the sector attribution. If I was only trading financials (some CTAs do!) I would be down ~10% Total p&l is 20.820% ==================================== P&L by instrument for all strategies ====================================...

So yesterdays final number was +5.5% So far this morning, +3.5% Rob

Are your long and shorts always the same risk (or same notional value = cash neutral, or beta neutral....) Rob

Where are you based. How many names in your portfolio on a typical day. Long only or long short. If the latter, neutral or biased. GAT

Just rereading my last post and I'm not sure it comes across very well, given the context. It's very hard to get the right tone at a time like this. Is it morally okay to be pleased about "making profits out of a crisis"? I think something I just posted on twitter sums up how I feel: "I'm happy...

******************************************************************************** Profit and loss report report produced on 2022-03-02 09:14:16.183920 from 2021-12-31 00:00:00 to 2022-03-02 09:14:04.672019 ******************************************************************************** Total...

Finally Actual Max Accumulated Broker 2022-03-01 17:00:47.677 393227.27 400000.0 724955.86 394415.38 2022-03-01 19:00:59.529 393227.27 400000.0 724955.86 394415.38 2022-03-02 01:00:20.423 400000.00 400000.0 743380.96 412840.48 2022-03-02...

I'm down a bit, but still have a net gain over last couple of days. Rob

I think you mean (pendantic, but important): - If (X,Y) follows a bivariate Gaussian distribution, X and Y follow univariate Gaussian distributions. - X and Y follow univariate Gaussian distributions, (X,Y) does not have to follow a bivariate Gaussian distribution. So if X and Y have a linear...

That's a great story! By weird coincidence, my brother in law made the same journey at almost exactly the same time as you did. Rob

Made some more money over lunch. Drawdown now is just 0.22%. If you're bored of the live feed of my performance, go and watch some paint dry or something. Rob

Expected risk is below target, so these are big moves ******************************************************************************** Risk report report produced on 2022-02-23 21:01:01.993912...