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I'll just shut up now. Not my day :-) GAT

Me too This is a better link then https://github.com/ib-controller/ib-controller GAT

To save you searching: https://ib-insync.readthedocs.io/api.html#ibc GAT

I didn't mean to lecture you, and I apologise if it came across that way. As to your Las Vegas trip, this is actually a very interesting question that doesn't have a simple answer. The short answer is no, but please read on. So let's first assume you have gone to Vegas with an objective and...

Sadly you don't know in advance when that will be. GAT

Yes. No, no, no... a thousand times no! There are several good reasons why you should add to winning positions. Say if you're a trend follower, then it's likely that a stronger trend will now occur (lengthy discussion here). You can also add as your capital increases, but only in proportion...

No quite the opposite. The more diversified you are, the more risk you can take on each trade. Account size is irrelevant to proportionate risk per trade One third in each trade is insane This may make pyschological sense, but there is no rational reason for the expectation of price...

Yes it should be different. If only someone would write a blog post on this subject. Oh hang on... 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...

Sadly, no. The CMT made the video and even I don't have a copy of it myself. GAT

As many as possible. GAT

"holy grail of trading is trading multiple non correlated strategies" Put this on my gravestone, please. GAT

Python def _is_vix_symbol_monthly(symbol): if re.match("VX[0-9][0-9][A-Z][0-9]", symbol): # weekly return weekly elif re.match("VX[A-Z][0-9]", symbol): # monthly return monthly GAT

KDB GAT

There are sort of two questions here, how come we don't hit our target values precisely, and how often should we revisit them? To answer the first question, unless the distribution of forecasts is identical across time you're never going to hit it out of sample. To get an idea of the noise I...

25% of my entire risk capital is allocated to futures trading. Perhaps 15% of that 25% is trend following. Then I also have some exposure to trend following in my long only portfolio as I use it for asset allocation. So 25% is roughly the right figure. GAT

No, that's not right. The attributes of a carry trade depend a lot on the underlying asset class: selling options: heavily negative skew FX: fairly negative skew, especially EM commodity futures: modestly negative skew bond futures: modestly negative skew (positive in the US) equities...

It's not a secret and there are no barriers to trade it. So it's not alpha, per se (though there can be alpha in the implementation details) It's relatively low SR, although can be reasonable once diversified across many markets (there are barriers to diversification, as more capital is needed...

I think all of these explanations are feasible, and co-exist in different areas of the investing space. So it's completely plausible to me that HFT nowadays is more like competing organisms in the jungle, than picking up inefficiences. It's equally plausible that (for example) large institutions...

Glad to hear someone is profitable. As an aside, I am going to be on the systematic investor TTU this weekend. So if anyone has any topics they want me to discuss, let me know. GAT

I was on one of my vacations :-) Got back from France last week, and thanks to the UK governments superbly efficient COVID response* I am currently several days into a two week quarantine. That doesn't affect my life very much, as my commute consists of a one minute long stroll to the bottom of...