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Yes exactly. GAT

My personal experience indicates you will get best marginal add on performance from (in descending order of added value): - completely different trading style (eg selling vol, equity long short, rates long short, stat arb) - diversifying across time - if you can model the costs properly or...

Sorry, absolutely no idea. GAT

I think in the book I say if you are running more than 16% annualised vol you need to check at least daily. GAT

No there is still a lot of code to write before the system can easily be run live. In practice I would advise doing this "update the notional_trading_captial in the config to your current IB balance" GAT

No, my account is currently about 35% cash with the rest in stocks (I've explained why several times), of that 35% I usually need about 25% for margin. If I suffer large losses then I will end up borrowing against the stock to fund my margin. I could of course withdraw the cash and just keep 25%...

In theory at least (and regulations vary by country) the securities held by IB are fairly safe, as is any margin held by futures clearing houses, which leaves only excess cash. In my case that's currently ~8% of my account value (perhaps less if netting across currencies is taken into account)...

Some more data points. AHL were down 2.5% on Wednesday, commensurate with their vol target, but were still up month to date (though I'd expect them to give more back yesterday). Also it's interesting to note that I have actually moved up the fundseeder leaderboard (was 8th a few days ago, now...

http://funds.ft.com/uk/Tearsheet/Summary?s=IE0000360275:USD

That's pretty much the definition of a crisis - everything falls at the same time. You might want to look at your asset allocation, is it now very heavy in equities? When adding new money it's also good practice to 'bleed' it in gradually (maybe add one market, and the relevant capital...

10% on 30% vol sounds a bit high... did you see this kind of move in your backtest? GAT

Yes down about 6% last time I checked. Hit HWM yesterday.... 3 steps forward and 2 steps back! GAT

It's important in making the biggest decision of all - is it worth trading? GAT

Perhaps 'cost' is the wrong word, but it's clearly nuts for someone who could be earning a six figure salary in a corporate job, plus a passive investment return of $8K on $100K, to give it up to earn $50K day trading. And that should come into your calculation as to whether what you are doing...

@isotope1 is correct: https://www.gov.uk/capital-gains-tax/losses In practice it's probably safer, if you can, to tactically use your entire CGT allowance every year; just in case the government withdraws this option at some point. The situation for those whose trading is classified as...

It's good to do this analysis, and good to think about how you can reduce your costs, but it's also meaningless to look just at the $ cost without knowing what your account size and risk or return target is. I can't be bothered to add this up, but your total $ cost looks like it's about $25,000...

Right... but how do you calculate the probability of something expiring OTM? Obviously the wider the strangle the more chance it will expire OTM, but the lower the premium. If you just take the implied vols off your strangle legs then that will give you the implied probability. What I think you...

I use a few different ways: exponentially weighted moving average crossovers and a (sort of) breakout system that is described here. it is more a probablistic approach I'm curious - what exactly does that mean? GAT

It's fundseeders definition - I think if I buy 1 lot on five successive days, and then sell 1 lot on the next five days, that is ten trades - even though arguably I've only held one 'position'. However I will have held each 'trade' for an average of five days - and that figure is correct. I...

Fundseeder have now got working trade statistics on their site. Here are mine (futures only): profit factor 1.31 average win $1,274 average loss $1,014 all trade average profit: $156 These numbers are quite small because I usually trade only one contract at a time, continuously adjusting my...