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+1 1) No matter how careful you are with testing there is the problem of tacit overfitting where to a degree you will only test things you know will work from prior knowledge 2) For slower models you will be affected by the effect that long only asset returns will be lower than the backtest...

I admit its an industry full of BS artists but this is site is full of very credible material otherwise I wouldn't recommend it (and I get nothing from doing so) At some point I'd probably write an ebook myself (technically I already have since my physical book is also available as an ebook...

No it's purely an educational site GAT

Keep running it. Don't increase the risk. Don't meddle or change it. Finally you're unlikely to get interest from hedge funds based on a myfxbook account. GAT

Another site you may not have come across that is worth looking at is quantstart.com GAT

I've never used any of the new features, but they tend to be more for stock trading and I only trade futures. However there was at least one instance where they made a change that wasn't backward compatible. GAT

AFAIK it is native python, but to be honest I don't really care as long as it is supported by IB. Personally I'd avoid programming a system in more than one language at a time - what you are proposing sounds insane if I'm being honest... GAT

Pre the latest version of the API you couldn't call the API directly from python so you needed some kind of wrapper around one of the supported APIs. And yes, there was no reason to do this yourself. There were at least two solutions which worked pretty well. They did have the disadvantage that...

Apologise then. I've always used the phrase 'N-tuple' so '1-tuple... 4-tuple... 6-tuple" etc. To me this is quicker than saying say "double tuple" and clearer than saying just "double" (which in my head translates to a floating point representation even though I haven't used a language with a...

Nope https://www.tutorialspoint.com/python/python_tuples.htm GAT

You might find my blog useful http://qoppac.blogspot.com Happy to help by answering specific questions if I can. Good luck. GAT

I don't feel qualified enough to write this kind of book (I'm the original 'dummy' in the subject line of this post). Also these sorts of books don't sell well: too specialist. I think Mike Halls Moore has written e-books on this subject already. I'm currently finishing up a book actually but...

That's a nice trick. Thanks for sharing. GAT

I've updated the series of beginner level blog posts I did on how to get started using python with the IB API. Previously this used the third party swigibpy (a python wrapper around the C++ API). The updated series uses the brand new native python API. Enjoy...

I discussed this in my 'top traders unplugged' podcast about halfway through the transcript here http://www.toptradersunplugged.com/why-diversification-is-key-robert-carver/ 284 billion sounds like a lot of money, but its probably only about 10% of the entire hedge fund industry and less than...

One important difference is that when you sit down to play Blackjack at a table with a fresh shoe you know there is a 1 in 13 chance of the first card dealt being an Ace. But in the financial markets you don't know with any degree of certainty what "cards" are in the "pack". “The casino is the...

Since my account is more than 100% funded, and I never use more than about 30% of the account for margin, I've never even thought about this. But you can get aggregate margin requirements in theory hopefully one of these fields will do the job...

Yes to buy a USD future I need some initial USD margin. Actually there are two possibilities: a) I could convert GBP into USD myself, paying commission on the trade (and a small spread) b) but if I don't do that I would automatically borrow USD from IB. There is no commission but I'm charged...

Anton was indeed the hired help on the series "million dollar traders" which replicated the turtles experiment in 2008. Very entertaining series which I've watched a few times. He has since set up something called the institute of trading and portfolio management. This is their youtube channel...

This is the classic approach http://www.quantsportal.com/fama-french-five-factor-asset-pricing-model/