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  1. fan27

    Adventures in Automation

    Thanks! Up about 12% since going live with the first trade placed the day after Christmas. Not too surprising given the massive run up we have had in the equity indexes.
  2. fan27

    Adventures in Automation

    Fully live with real money.
  3. fan27

    Adventures in Automation

    I am creating this journal to track my progress using my custom research application (FasterQuant) for algo discovery. Currently, I am trading ES, NQ and YM fully automated with 70 strategies using AlgoTerminal with a trade lasting anywhere from a few hours to a week. My goal is to share things...
  4. fan27

    Removing the golden handcuffs

    Here it is folks. Sorry for the quality. Best viewed at full screen.
  5. fan27

    As expected the Buzzfeed reporting about Trump directing Cohen to lie is BS

    That is a funny little bit right there :)
  6. fan27

    Removing the golden handcuffs

    Trying to get it done this weekend. Hoping to post by Monday night!
  7. fan27

    Kamala Harris: Prepare to cringe. Even worse than you would expect.

    Contrast her video with Clinton playing Sax in 1992. Enough said.
  8. fan27

    Lucky charms for trading

    Nope...just brass balls.
  9. fan27

    Futures or Options

    Futures because strategies are easier to test and automate.
  10. fan27

    Algo Trading ES/NQ Performance Metrics.....which are the best ?

    Could you point me to some good resources which further describes what you outlined in your post (books, sites, etc)?
  11. fan27

    Algo Trading ES/NQ Performance Metrics.....which are the best ?

    Yep...as part of my research platform I wrote a random trade generator which can backtest against any time frame with number of trades and symbol collection configurable. What I do is use the same exit criteria I will use for my initial strategy backtesting. For example, I might run 5,000...
  12. fan27

    Interesting trading related domains for sale

    Do you have the English version of FXFiesta.com (FXParty.com)? Most of my potential customers are English speaking.
  13. fan27

    Removing the golden handcuffs

    My strategies have started with a "hot hand" with 8 trades since the day after Christmas with a total gain of about 9%. Another bright spot is my live performance is actually better than the backtested results (I have random tick slippage built into my backtest). I continue to find issues with...
  14. fan27

    Anyone know of a place that aggregates or collects or lists ETF reverse splits?

    What data errors did you see? I always adjusted for splits via my own code.
  15. fan27

    Anyone know of a place that aggregates or collects or lists ETF reverse splits?

    I used this service when I was trading ETFs and they had split data. https://eodhistoricaldata.com/
  16. fan27

    De Blasio Unveils Health Care Plan for Undocumented and Low-Income New Yorkers

    Advertising free healthcare for illegal immigrants is one of the stupidest things I have ever heard of. If you think this is a good idea and live in New York, please don't move to Florida. Thanks in advance.
  17. fan27

    Looking for Historical Tick Data, need accuracy

    It has been my experience that shorter time frames become more challenging as slippage and commission can erode any edge you find.
  18. fan27

    Algo Watcher / Operations Guy

    I might be able to help you out as I am currently monitoring my own algos until 4:15 ET.
  19. fan27

    Karen the Supertrader speaking at tastytrade ‘s Geeks on Parade

    I was thinking Sweet Bobby = Karen. It is beyond odd the way he defends her.
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