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You'd still need to be regulated if you lived in the UK. GAT

Thanks Here you go http://qoppac.blogspot.co.uk/2016/06/obligatory-brexit-ex-post-survival-skew.html GAT

+4.8%

Briefly (I can't tear myself away from this Brexit stuff; although I'm not trading I have a lot of price spikes to check and am just keeping a close eye on everything) If you had a system with an average absolute forecast of zero you would never have a position on, and zero vol. If you had a...

If you read my bio, it might help http://qoppac.blogspot.co.uk/p/about-me.html GAT

Mine. qoppac.blogspot.com GAT

Sole means. Fully automated. GAT

Yes GAT

C2 will want (theoretical) trading access to your account. Personally I'd be paranoid about that. GAT

Do some research: http://www.elitetrader.com/et/index.php?threads/fundseeder-my-experience.298394/ http://www.elitetrader.com/et/index.php?threads/fundseeder-opinions-useful-not-risk.294748/ http://www.elitetrader.com/et/index.php?threads/fundseeder.300306/ Personally, as a satisfied FS user...

You might want to post your fundseeder stats when you have them. Then we can tell you whether your strategy is as good as you think it is. GAT

To be clear there is no 'inherent drift' in panama - that implies panama is "wrong" - it's just that if you compare two different roll methods they won't give you exactly the same method. No roll method is perfectly "correct" and the simplicity of panama is what I like; though I'll probably...

Longer answer http://qoppac.blogspot.co.uk/2016/06/obligatory-brexit-post.html GAT

The first 9 pages of this thread are about a theoretical situation where the distribution of returns are known exactly (as they would be in a casino); and are also quite high compared to what is normally available in the market. (The Sharpe ratio of the OP is 1.44 per trade, or if you're doing...

Have you put 15% of your cash in, or is this the amount at risk? If the former, how much do you actually have at risk if the trade goes wrong? To be clear, suppose I had $10,000. I could use 15%, or $1,500 to buy GOOG. But I put a stop loss at 20% of the current price. So all I really have at...

Is that your only position right now? How long do you expect to hold it for? GAT

Because most people who do that kind of thing fail badly, through overfitting. And they normally fit specific to a market, and they also have to refit their models frequently. So this guy is doing something genuinely different, and making a success of something that most people fail at...

It's HF market wizards, chapter 5. I recently re-read this. For me the most interesting part of this story is that he is probably more secretive than anyone else in the book about what he does, and I found the description of what he did pretty intruging. So he's doing some kind of non linear...

I think mean reversion works in the relatively short term, and in the longer term. It also works for certain synthetic assets (eg interest rate flys). I'm not familiar with the plunger, but I know (and respect) Andreas well enough and I doubt he would publish something he thought was 'garbage'...

Some thoughts on capital adjustment in the usual place http://qoppac.blogspot.co.uk/2016/06/capital-correction-pysystemtrade.html