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Have a look at Ransquawk. Their web platform is ancient though (Flash.)

Down $600 on CFD accounts this week (MAE about $1100 or so). Back into slight profit for June again. We'll see how disappointed market gets when Trump and Xi achieve nothing on G20. -.- Market neutral algo hasn't made any trades yet (it averages 20 pair trades per month) but can go a week or...

Might be discussing apples and oranges here or it is a language failure on my behalf. Was mainly pointing to the linked article's choice of words of "absurd fiasco" as being exaggerated. Totally agree that the CNBC article header would warrant huge movement if it had been correct. But one...

Acting on very faint information to get a speed advantage is a thing. As long as you had an exit plan here, getting in early would have meant getting ahead despite being "wrong" in a macro sense. Don't think this is super sensational. Nonetheless, interesting piece and thanks for posting.

Fixed market neutral algo it would appear by adding a shorter time frame filter to it. Sharpe 3 (with heavy slippage modeled), here I come! (maybe, unless another bug pops up). Running on practice accounts for a few weeks just to confirm forward is better than backtest.

Shit day to be leveraged dumb beta though even if leverage reduction did kick in to conserve capital as intended. -8% and -4% on the CFD account in total, wiping out gains since I started these in mid June. Just added a bunch to my unlevered long equity accounts, can see no particular reason...

Overslept data today as a small powernap turned longer. One algo down 0.2% other down 6% (yeah... eating up a large part of favorable excursion of equity in last two weeks for me, then again I am running this with rather heavy leverage on account I'm allowing to hit ESMA-protected zero on Black...

Suggestion, be scientific: Produce a list of your trades, with columns for P/L and trade size (in $). From this list, simulate effect on your starting equity (which should end up with your final equity before modifications). Then, you should be able to experiment with different trade sizes and...

Decent data Tue-Fri for NQ, will mostly be monitoring so that I don't around beta heavy in case of an unexpected down move. Besides that we have warm up for G20 that could cause extra random volatility that I can't duck. On dev front: 2.7 sharpe market neutral algo was probably due to a bug...

MFE since algo start Wednesday ~700, now back down to 300. NQ went unreasonably strong yesterday but the whole point is for me to not make discretionary trades unless super certain anymore, so abstained locking in $$$. Will see if I can make algos tweet their trades or something, kind of boring...

In one way (mathematically), the price of a stock is irrelevant. The raw return of a trade is L * (x / X - 1) where X is the original price entered at, x is the final price, and L is the leverage (negative for shorts). The new-to-old price ratio x / X cancels out price as a unit. In practice...

NAV 22950 USD-ish. Shutting down ET and trade app resuming some programming activities.

Unrealized loss of -30 on freshly restarted dumb beta algo already, some mean reversion will likely be in order...

Close +500$, restarting regular algos. Edit: Actually +580 now when shuffling around account monies

Went long trend NQ

So uh, worst exit ever? Would have been up 5% today or so... Only chance for redemption is if Powell fails to deliver more wealth disparity (rate cuts) tomorrow. :D

Gave in and closed down production algos awaiting Fed rate decision tomorrow, I can't predict the outcome of this and I'm up 2% since starting them last week. Not comfortable leaving leveraged dumb beta algo running through this event. Forward test of market neutral algo proceeds however.

PDT is problematic in modern era because it reduces the number of parallel strategies you can run on sub-accounts when you're not yet well capitalized, since each sub-account will require $25k, or at least this was the case last I checked on IB two years back. (Yeah, there are ways of running a...

Changes since last: Exchanged all EUR to USD, both because of requirements for algohost to work correctly, and because nearest years I'm about skeptical towards the EMU lasting. Running two algos now on 18k, each with 1.2 Sharpe. They are very basic just doing leverage control, not directional...

I saw half of "Becoming Warren Buffet" before getting bored yesterday on HBO. While this documentary wasn't very deep on his strategy, I'm left musing over whether Warren Buffet the younger would be a quant or simply a value investor compounding at a significantly lower rate in today's market...