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Release will likely be next weekend. I have one last problem to solve as the result of adding the concept of exchanges with regular and extended trading hours. I have to say, the task of getting two independent platforms (FasterQuant and AlgoTerminal) to generate identical results is no easy...

You might want to consider taking a step back and write down your requirements at a higher level without including the tech that can solve it. Then, evaluate the various technologies (i.e. python, excel, C#) that could solve the problem. You still might end up wanting to have the solution in...

Seems like management needs a basic lesson in supply and demand. You better keep your employees happy with the unemployment rate this low.

I think these bootcamp style programs are good for the right type of person (i.e. certain level of intelligence and enjoys solving problems). Looking back at my time in college, there were only a couple semesters worth of course work that were needed for me to start adding value to an employer...

Exit 2 NQ contracts at 7288.25 + $3341.8 Still long 3 ES contracts and 3 NQ contracts from remaining two positions.

Exit 2 contracts at 2814 + $1766.80

Nice play and congrats on the retirement!

Two positions will exit tomorrow. The run since last Thursday had been epic!!

Wait for it. Wait for it...

I assume that all of the strategies are correlated and have the concept of max positions for a strategy and max positions for a strategy group. Currently no strategy can have more than two positions and there is a max positions of four across all strategies. I am currently in four positions so...

Thanks...but let's see how these positions play first :)

Live account.

Long 3 ES contracts at 2798.75 for 15 minute bar strategy Stop order at 2783.00 Exit after 130 bars Currently Long 5 ES and 6 NQ

I went ahead and exited this NQ trade from the previous portfolio as it was getting to much to manage manually exiting positions that exceeding the risk limit. Exit at 7234 + $4660

Two more signals fired! I am in an interesting state because I had a hold over position from the previous portfolio that my current portfolio in AlgoTerminal does not "know about" and is not counted toward my risk limits. The two new positions put me at 5 positions so I sold one. Here is the...

Currently Long 2 ES and 4 NQ. This should be interesting :)

Long 2 ES contracts at 2796.25 for 30 minute bar strategy Stop order at 2777.5 Exit after 30 bars

Long 3 NQ contract at 7199.5 for 15 minute bar strategy Stop order at 7161 Exit after 130 bars

Limit Executed at 2770.75 +$2075

New strategy portfolio deployed containing 58 strategies. The previous run ranked portfolios by highest Profit Factor and I chose the portfolio based on that. This time I ranked portfolios by Profit Factor and Sharpe Ratio and got a much better result in terms of backtest metrics.