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  1. globalarbtrader

    Fundseeder - my experience

    As far as trade data goes I don't think this is a big issue. http://www.elitetrader.com/et/index.php?threads/fundseeder-opinions-useful-not-risk.294748/#post-4186893 I agree that the service level isn't great, although part of me feels I should acknowledge that we're getting this for free, so...
  2. globalarbtrader

    Fundseeder - my experience

    Sorry I didn't mean to be sarcastic - the pictures alone give you a good idea of what the site is like, hence my comment. GAT
  3. globalarbtrader

    Question on sharing accumulated quotes between ZeroMQ processes

    Interesting thread as I plan to use zeromq in my current refactoring (I currently use databases to pass prices etc which is fine for slow trading). Just to say I prefer multiple processes as it makes every thing more robust. GAT
  4. globalarbtrader

    Fundseeder - my experience

    Just look at the pictures then GAT
  5. globalarbtrader

    Fundseeder - my experience

    No. This is the same strategy used by large CTA's; medium speed trend following with average holding period of a few weeks. Capacity is probably around the 50 billion mark. I'm not quite at that level. If I had outside investment then I'd on the upside (a) possibly earn more money; and on the...
  6. globalarbtrader

    Fundseeder - my experience

    Fully systematic/automated More here: http://www.elitetrader.com/et/index.php?threads/fully-automated-futures-trading.289589/ And good luck with getting funding. GAT
  7. globalarbtrader

    Fundseeder - my experience

    No. Probably for two reasons - - I only got my data uploaded yesterday, literally an hour before I wrote this post. - I ticked the 'I am not interested in outside investment box' Also possibly as I'm UK based; I suspect that the FS incubator is only good for people who need US regulation (I'd...
  8. globalarbtrader

    UK taxation for futures and options trading

    https://www.gov.uk/government/publications/rates-and-allowances-capital-gains-tax/capital-gains-tax-rates-and-annual-tax-free-allowances
  9. globalarbtrader

    Fundseeder - my experience

    Yeah, the top guy on C2 appears to be buying and selling single S&P 500 contracts. In contrast about half the people on FS have more than $100K. Seven have more than $1 million. One guy has more than $12 bucks (maybe this is Jack himself?), and is running 8th overall on the leaderboard. I did...
  10. globalarbtrader

    Fundseeder - my experience

    I decided to give fundseeder a go. In case you missed the earlier posts this is a platform where you can have your returns and trades sent, a bit like collective2. Because the returns come directly from your broker other people can have more confidence that they're "real", although of course you...
  11. globalarbtrader

    Adventures in Algorithms

    I've finally got round to answering this question. http://qoppac.blogspot.co.uk/2016/03/diversification-and-small-account-size.html It looks like the former (as I thought). I'd say with five positions you're probably about right for the capital you have. With $80K you can probably add a couple...
  12. globalarbtrader

    Long term trading journal

    I've now done the blog post on diversification and small account size http://qoppac.blogspot.co.uk/2016/03/diversification-and-small-account-size.html GAT
  13. globalarbtrader

    The automated thread goes into a lot more detail about my system. If you have the time it might...

    The automated thread goes into a lot more detail about my system. If you have the time it might be worth reading through, perhaps once you've finished the book. PS thanks for buying it!
  14. globalarbtrader

    Fully automated futures trading

    I assume I execute at the next days closing price, plus slippage. For the EWMAC multiple there are 3 approaches you can take: - use real data - generate random data with trends plus noise http://qoppac.blogspot.co.uk/2015/11/using-random-data.html - Apparently there is a closed form solution...
  15. globalarbtrader

    Best free trading platform for spot FX

    It's pretty common in the UK. It's also insane. I refer you to the CHF/EUR "incident". GAT
  16. globalarbtrader

    Fully automated futures trading

    Monthly review (last one was Feb 5th) P&L: 0.4% (graph is slightly out of date) Since inception: 93.1% Drawdown (new HWM): 8.5% A flat month after the excitement of January, though I set a new HWM a couple of times and broke the 100% barrier for p&l since inception (using my preferred...
  17. globalarbtrader

    Basic Strategy to earn 10% yearly?

    I realise that but the OP is very much a novice at finance and wouldn't have realised that there was some implicit hedging implied in your answer. GAT
  18. globalarbtrader

    Basic Strategy to earn 10% yearly?

    Okay that's actually interesting. Selling VIX puts is unusual - a 'pro crisis' trade that also earns you carry (theta in this case). The only problem seems to be that (a) deep OTM puts aren't very liquid and (b) naturally the premium pickup is very poor; I'm seeing bid ask of 0.05-0.15 on the...
  19. globalarbtrader

    Basic Strategy to earn 10% yearly?

    "sell deep OTM puts... and don't look at the this trade" I think this is the scariest advice I've ever seen on ET. I'd love to know what kind of assets must mean revert. Can you give an example? GAT PS You should probably read this And if you have read it, read it again.
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