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Your post prompted me to write a blog post on the subject. I hope it's useful https://qoppac.blogspot.com/2021/02/so-you-want-to-be-quantsystematic-trader.html GAT

Sure, I mean I would never do this trade myself. GAT

Seen this before (most recent in a series, first is here). Worth reading for a better understanding of the risks involved (not saying the OP doesn't understand them of course). GAT

Normally the lesson is this: Diversify, diversify, diversify. Then you reduce your exposure to risk in a single firm. This is the main advantage that someone with a large portfolio has over the amateur with their stimmy check, reddit feed, and RH account. But GME went from $20 to $350, a period...

I can't remember exactly (I recently deleted the repo the code was stored in and I'd have to dig out a copy from backups) but I'm fairly sure I stored everything as REAL or INTEGER as appropriate to the type of field, and I don't remember having any issues. Something like the exchange rate of...

No still just IB GAT

There is a difference, and it certainly isn't clear to me having read all the previous posts on this thread again which type of copying people are talking about. If I have worked out what your strategy is, I don't need to continue watching your trades. I can sell your strategy to someone else...

There's a difference between a broker copying your strategy which has indeed been discussed ad infinitum and nothing more needs to be said, and piggybacking on your order flow. The latter is possible, but only if (a) you're very large and (b) you're very slow. So if you're a large long only...

I'm also low frequency but futures not options, so my data will have lower breadth than yours but possibly more history (I store up to 40 years of daily data and then hourly data from the last 7 years or so since I started actively trading). If the only reason you're thinking of switching is...

Kdb+ is a more industrial strength solution which is used by a lot of HFT type people. It's licensing is complicated and it's generally more palaver to run than a simple mongoDB instance (which you can run with fancy distributed sharding and what not, but out of the box for simple instances)...

I haven't voted as there is no option for me (up ~12% but I don't consider that an underperformance vs SPY because that is not an appropriate benchmark for my trading strategy. GAT

Nothing at all except that they do occasionally go down and I feel it's dangerous not having a backup... GAT

What a horrible thing to say. Little wonder that women still feel uncomfortable on trading floors with attitudes like that. FWIW she wasn't a gold digger. Just someone brought up on reality TV with the misapprehension that all rich people practise conspicuous consumption. GAT

Ha! This reminds me of a conversation at the hedge fund I used to work at. We had a new secretary, who was clearly bored one day as she asked everyone on the desk what sort of car they had. She even had a spreadsheet drawn up with columns for Porsche, Lamborghini, Mercedes and so on. Well the...

Yes but there is a middle ground between publishing a full statistically analysis of the numbers and just cherry picking a figure out of the air to support a pre defined clickbait headline. "And would you not agree that the majority of quant and in fact even many general hedge funds are...

I don't know if you're deliberately alluding to this famous quote or not, but it's not the best choice of historical reference “Stock prices have reached what looks like a permanently high plateau,” Irving Fisher September 3rd, 1929 GAT

Cards on the table, I'm an ex quant fund manager and naturally biased. But this lazy reporting annoys me. First of all you have to keep careful when people, especially journalists, make sweeping statements. They've cherry picked the performance of one index in one sector of the market, and...

There's absolutely no information on who owns or runs on the website, which for me personally is a red flag GAT

I believe it is possible to run a marathon in under 2 hours 5 minutes if you can run 100 metres in under 18 seconds i.e. 7 days of returns proves nothing. But in respect to the OP I will shut up as well. GAT

Yes I tested it, albeit about 10 years ago It pretty much collapses to a mean reversion towards a cointegrated equilibrium level of exchange rates; as the trade weightings change so slowly. GAT