Search results

Congrats on a great year! Lots of souls been lost to the volatile market of 2020. Many unknown. I stand in silence for 10 seconds to thank them for handing over a lot of opportunities. Could have been me. But not this time. Val

Or automate multiple capacity constrained strategies. Works fine for <1mil$ account. Check daily if executions are matching your model after market close when done with Skiing.

IB has a formula for rebates, you can do quick math to see. I've done it for my trading and came up with a <1.0 multiplier that I use for commissions forecasting in my models. Basically, I consistently pay a fraction of the listed price. But you will need to do your own math on that. Depends on...

People having 1mil accounts wouldn't go all in on AAPL. Any reasonable bet would be below 10$ commission in that case. To face the kind of problem you described, realistically, you need to have 5-10mil account. So not a problem for most of us. IB trades everything. In fact I am not sure what...

Just finished the webinar, ~2x people joined comparing to how many I expected. On a negative side - I messed up the recording. Really sorry guys. Was testing it yesterday is it automatically kicked in but not today. If there will be enough people who want it I'll consider doing it again in...

We just finished. Thanks everyone who joined. I hope it was helpful. PM me or post in my journal if you have any questions. PS. Damn.. I messed up the recording. Really sorry guys. Was testing it yesterday is it automatically kicked in but not today. If there will be enough people who want it...

I can't promise I gonna do that, but since people keep asking about it privately I am leaning towards this now. Val

Just sent a fresh batch of links to everyone who I either missed or reached out since - let me know if you didn't get yours yet. I never really tested Zoom in terms of privacy. But it seems like it is pretty decent at not showing emails or real names and doesn't require registration for anyone...

Just replied to everyone who requested a link via PM. To avoid possible confusions, here is start time info in popular timezones: Sunday Dec 20, 2020 09:00 AM Vancouver (PST) In New York (EST): 12:00 PM (noon) In London: 5:00 PM Talk to you guys on Sunday. Val

Not likely. I don't want to be too public, which might be an undesired side effect of sharing a recording. Val

Right! As well as knowing what is likely to execute with what characteristics. There are really a lot of components that effectively allow to extract edges that wouldn't be possible to extract without doing that, or not at the same extent. Val

For everyone who reached out - I'll send a link at least a day in advance. Need to sort out something with Zoom support first. PS. I might be mistaken but my impression is that Zoom calls are pretty decent privacy-wise. I will create a meeting which will allow people to join without having a...

Hi guys, My name is Val from Vancouver. I post here in Automated Stocks Journal. As the name suggests, I develop/run automated trading systems, specifically for stocks. While in a general sense, most questions about what I do are answered in the journal, people still reach out to ask the...

This Sunday at 9am PST, I'll do a my process explainer and Q&A for a fresh batch of friends who asked. If anyone interested PM me, I'll send you a Zoom link to join within a next couple of days. Draft agenda: - Example of what a systematic strategy consist of - What realistic single strategy...

I didn't do any formal comparison. IB is the only one for Canadians with API. Alternatives require forming LLC in US which I am still hesitant to do. I am now eying Alpaca though, as they started private beta testing for Canadians with 100k+ accounts and I have 1 system that could particularly...

Strictly speaking it is both, with vast majority coming from (b). Sorry I can't give more details. Tried to describe it vaguely just now but either way I put it - looks like too much. From a practical perspective of retail trader, even if I would NOT have (a), I'd still call executing at...

It is an edge. If I execute differently I will predictably make less money. Val

HI Nathan. While nothing about trading is easy, the smaller your account size the easier it is to make higher % return on your money. A simple example will be entering the market at extreme without impacting the price much. If you need to open or close a 1mil$ position you can only do so fast...

Isn't "emotional acceptance of the uncertain outcome" is all about really understanding and truly accepting statistical approach? Emotional acceptance might be a cherry on top of accepting the statistical approach, to complete oneself as a some sort of perfectly-efficient-trader-creature. If...

You are looking for IV (Implied Volatility). Most brokers have it and you can literally put it on a chart as an extra panel. Try to look at historical volatility and implied volatility together. IV will spike when market is in uncertainty or fear. For individual stocks - often driven by...