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Algo trading is much more difficult than people imagine. Intraday is ridiculously competitive due to the world's smartest people wanting a piece of the cake (and indeed securing most of it). The market is not efficient, it's however far more efficient than you might believe when reading your...

Oh yeah. Why just not leave the position open over the weekend as well?

As far as I understand the quirk with ETFs is: The issuing entity (authorized participant) might decide to go for a coffee break and ETFs could start substantially deviating from NAV. Doesn't happen in liquid ETFs under normal conditions but there have been concerns about ETF pricing during...

In general I agree. Way more programming languages are created than actually get used in real world applications since users congregate. "There are probably better ways to do things in a language" is pretty much universal for all real world languages. A large portion of their power comes from...

Can't actually find a diagram labeled "USD Relative Purchasing Power" at FRED. Either way, I am not sure what it measures. If it's proportional to the purchasing power of other countries in the world then the fact is a large number of other countries have developed since 1913, and in fact the...

Big screen gaming laptops are what I use nowadays (currently on an MSI). Very ergonomic. They sit static on my desk and I don't move them around much (nor do I work during transport), but it's nice to be able to do the occasional infrequent move easily compared to a stationary desktop PC. Main...

Been there done that. I'm _always_ too early so now I don't bother.

Yeah we get those sometimes in Sweden too. Last spotting incident reported in local news was back in February IIRC, fittingly enough.

Can you explain? I didn't have to show to Oanda how much money I had in my bank account. (If I understand you correctly.) Yeah, they can be a bit picky with the info you provide but that's for your own protection, e.g. so someone else can't withdraw your money to their bank account.

At the extremes I agree but you can e.g. go with 2x leverage diversified positions and sleep fairly easy as well. Backtesting is useful for finding out what leverage is actually reasonable (optimal) to use, and it's in most cases much less than retail is provided with.

Hard to tell. The farther left you go on that chart the more inaccurate it becomes. The "Silent" category either is larger and encompasses more ages at the leftmost point (most likely given the formulation "and Earlier") or comparable categories (like whoever was old then) are simply dropped...

I never got the point about sending your money to attractive women at a remote location. That just screams loneliness. Get onto a dating website instead. Even if you start at zero social skills you can become a master dater in a few years.

How do you actually execute that without bleeding money though? TBH I haven't touched US ETFs in a few years after EU forbade me from trading them, so I'm not up-to-date on the most recent products.

Depends what we're talking about. Small correction incoming any day now, completely agree. Big one > 10%, might wait a while.

Sure, many metrics are completely overloaded. Yet I see bears all about that sit in cash waiting. Vix is still in the 20s and volatility targeting is far from max exposure. Main point being, sitting in bear stuff waiting for the house of cards to fall could potentially get very expensive...

After some googling, you can usually find popular aged research papers floating around online: https://pdfs.semanticscholar.org/a204/7655ef23e37c91bfc063a977c558cc9ee903.pdf As for "EAs that look great in back testing", there are a lot of caveats there: A) They might not model transaction costs...

Create a popular software application and secretly mine on users' machines for free.

Congrats, please keep it up for a few years before claiming final victory though.

Edit2: Maybe your post is mostly ironic and you're already fully aware of the issue, but I leave my post for any other readers that do not. You can configure basically any kind of algorithm to output a nice looking return in-sample. Literally, you optimize the seed of a pseudo random number...

Everyone knows it's a bubble but people were calling it already 2014... I am certainly no better. The fact I feel comfortable going long now is worrying though :D