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Follow.... in the hope you will continue. Some good stuff here. GAT

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Pray tell what the 'fair use' is in this case? GAT

True, and nobody makes a fortune from non fiction, but that doesn't mean you have the legal or moral right to steal from the author. A good trading book can make or save you substantial amounts of money. And they represent months or years of work by the writer and their publishing team.... and...

This is theft. Why bother writing a book? GAT

Whenever I've done this (Admittedly not for a few years) I haven't seen this - just a very random series with a slight edge but a hell of a lot of noise in every market. GAT

Up 2.2% yesterday. Certainly best day for a while.... GAT

Similar to @Kernfusion my execution algo is blocking in that it waits for an order to be completed (with an appropriate message coming back from IB). All orders are stored in the database and I check their status as IB objects and update the database once an update (usually a fill) has occured...

https://en.wikipedia.org/wiki/MONIAC

Learn how to manage risk! Try this series of blogposts: https://qoppac.blogspot.com/2020/02/what-is-right-way-to-set-stop-losses.html https://qoppac.blogspot.com/2020/03/how-much-risk-should-we-take.html https://qoppac.blogspot.com/2020/04/how-fast-should-we-trade.html GAT

Your position is far too large relative to the size of your account. GAT

Usual practice is to do % returns based on capital at the start of each period. Ideally you'd do this daily, but since you've given monthly numbers: January starts with 10K and makes 5k Jan 1st capital: 10K Jan profit: 5K % return in Jan: 50% End capital Jan: 15K February starts and I add...

Backup all data files to .csv in addition to the database. Daily backups of .csv and database files to two seperate backup drives. I keep a backup machine and rotate the live and backup machine regularly; this means there is always another copy of data on another machine that is never more than...

Ha! I see your point, but I live in the UK and it's current 2 degrees centigrade outside, so I'm not concerned with a bit of extra heat. GAT

It was recorded but not by me. Probably best to contact the organisers GAT

The honest answer is I don't know. Certainly if you were trading futures or stocks, there is no way it would be treated as income - it would be CGT. But I've heard people say that all options trading is treated as income; but I haven't seen a reference for that. Income would be calculated as...

I did the research again https://qoppac.blogspot.com/2021/03/does-it-make-sense-to-change-your.html TLDR; there is some evidence that faster rules do not work as well when volatility is higher. But more striking is the fact that momentum generally does badly as vol rises; something I hadn't...

You get the series of profits from the backtesting software GAT

Same maths applies, but you apply much more skepticism to backtests than to real traders (so more trades needed for significance). GAT

That is almost certainly true in the high frequency trading arena where an individual has no chance against a well capitalised HFT firm, but not in the sorts of systems that I trade (holding periods averaging weeks or months). That's a very good question to ask, but I don't need to be better...