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I’d just compare your total portfolio quarter by quarter and see how well you did vs buy and hold through the period. Or get one of those trading journals.

you don't get it dude. As I mentioned, HFTs act as market makers on an exchange OR as internalizers. The former races to fill orders as they arrive -- concepts like ticks don't even matter at these timeframes, as it is all a game of latency arbitrage. Quantifying the high-frequency trading...

You should look at the stocks you own and compare the returns of the basket if you bought & held vs. your portfolio performance. But if you are confident in your approach, what's stopping you from using leverage?

je ne sais pas but here's something from my bloomberg

EPS ttm is trailing 12 months P/E (ttm) is current price / trailing 12 month EPS For your company, that number is negative. for time period references, you need to know how finviz grabs the data. Does it calendarize things or does it just feed the FY? Much easier to 1) grab the numbers...

Orders aren't fed into the HFT...millions of people are submitting their orders at any given time for a variety of reasons (selling stock to buy a house, trimming a positions you dislike, etc.). So at any given timeframe, there are a bunch of orders passing through HFT without any explicit...

you're confusing what is a matching engine to capture a spread vs. an intentional decision to buy or sell at a tick. At the market structure level, there is no "bull" or "bear", there are only "events" which HFT's try to front run. These happens in such a small time scale that they do not even...

well, from a speculators standpoint, you need to pay attention to your factor risk, risk budget (var), and other metrics. Stop losses aren't effective tools because you when you really need it, it doesn't work as well; and if your investment framework is just momentum, it is hard for you to come...

HFT's don't have an intention per trade. HFT's primarily act as market makers and internalizers. I'll explain how it works. Market making: Top of book quote is the NBBO -- say 10.15 x 500 and 10.17 x 200. I'm a random trader and I lift the offer (10.17) but my order is for 500 shares. If you...

It's a step in the right direction but IMO it's a little outdated and unsophisticated. Better than Al Brooks by lightyears, though. Have you read Margin of Safety? Or anything by Joel Greenblatt?

I get a lot of flack for this, but Al Brooks and other writers of chart analysis don’t really know what they’re talking about. Stock prices and chart patterns you see are the result of lit crossed orders and do not tell you the intention of the trades (remember for every seller there is a...

13) What is your long-term win/loss rate of your pair trades? ~60%. 14) What do you do if you've found a good candidate stock for long leg but cannot find a suitable peer stock for short leg? Would you consider using sector ETF or even broad market ETF as hedge (short leg)? If so, I'd assume...

:thumbsup: I didn't start running my existing long/short strategy full-time until 2020. Pre-that time I was closer to 150/50 (a ton more beta!). 1) As you run beta neutral ptf I'm wondering how your ptf fared in Q4 2018 and Q1 2020? A picture may be worth thousand words. This was performance...

You said coin flipping was better than watching the fed lol. I disagree. You implied that watching the fed it means taking their word as fact. I disagree. I am saying it is better to look at what the fed is saying relative to the expectations the market has of fed action. You seem to disagree...

you compare the Feds dot plot against market implied rates to see if they’re ahead or behind the curve. Better than some ad hoc none sense

Not sure you've been listening but during the congressional hearings in Dec and the 12/15 FOMC meeting presser, Jay Powell spoke, at length, about the strategy the Fed is adopting to combat inflation. The meeting minutes printed last week also gave further details. This is all public info stuff...

great questions -- out of town atm, but will get to these tomorrow

Yes

doge coin = "dowj coin"